+51.5%
JBHT vs GWRE
+91.5%
-40.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -19.9% | +22.7% | +4.1% |
| 7D | +4.9% | -21.1% | +26.0% | +6.2% |
| 30D | +0.6% | +1.3% | -0.7% | -0.2% |
| 3M | -3.2% | +7.4% | -10.6% | -4.7% |
| 6M | +17.0% | +5.6% | +11.3% | +15.0% |
| YTD | +41.7% | -19.2% | +60.9% | +44.2% |
| 1Y | +90.0% | -25.1% | +115.1% | +94.7% |
| All | +51.5% | +91.5% | -40.1% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling