+180.0%
JBHT vs GWRE
+167.6%
+12.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | +7.0% | -2.0% | +9.0% | +7.4% |
| 30D | +0.5% | -4.1% | +4.6% | +1.0% |
| 3M | -17.4% | -13.4% | -4.0% | -16.4% |
| 6M | -1.7% | +26.0% | -27.7% | -9.0% |
| YTD | +20.7% | -21.3% | +42.0% | +22.3% |
| 1Y | +41.1% | -27.5% | +68.6% | +45.6% |
| 3Y | +38.0% | +72.7% | -34.7% | +9.0% |
| 5Y | +22.5% | +26.4% | -3.9% | +2.2% |
| All | +180.0% | +167.6% | +12.4% | +71.9% |
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