+276.9%
JBHT vs GWRE
+130.1%
+146.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.4% | -1.6% |
| 7D | +2.9% | -26.2% | +29.1% | +8.0% |
| 30D | +0.6% | -17.8% | +18.4% | +3.2% |
| 3M | -6.6% | +14.2% | -20.8% | -10.8% |
| 6M | +23.6% | -12.9% | +36.5% | +23.1% |
| YTD | +38.6% | -29.2% | +67.8% | +43.8% |
| 1Y | +91.5% | -44.4% | +135.9% | +110.2% |
| 3Y | +49.3% | +51.1% | -1.8% | +21.9% |
| 5Y | +62.3% | +16.5% | +45.8% | +37.8% |
| 10Y | +276.9% | +131.6% | +145.4% | +147.0% |
| All | +276.9% | +130.1% | +146.9% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling