+28.1%
JBHT vs GWRE
+74.9%
-46.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -2.3% | -1.6% | -0.7% | -2.3% |
| 3M | -18.5% | +0.9% | -19.3% | -19.2% |
| 6M | -11.3% | +23.1% | -34.4% | -13.9% |
| YTD | +12.6% | -19.7% | +32.3% | +14.3% |
| 1Y | +29.8% | -25.0% | +54.8% | +33.0% |
| 3Y | +28.1% | +78.7% | -50.7% | +8.7% |
| All | +28.1% | +74.9% | -46.8% | +8.7% |
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