+62.4%
JBHT vs GWRE
+22.2%
+40.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.2% | +1.4% |
| 7D | +7.1% | -25.6% | +32.7% | +10.8% |
| 30D | +2.3% | -12.2% | +14.5% | +3.2% |
| 3M | -4.5% | +17.7% | -22.2% | -8.2% |
| 6M | +29.2% | -11.3% | +40.6% | +29.0% |
| YTD | +42.2% | -25.5% | +67.7% | +46.2% |
| 1Y | +93.7% | -42.8% | +136.6% | +110.3% |
| 3Y | +53.2% | +59.0% | -5.8% | +25.3% |
| 5Y | +62.4% | +21.6% | +40.8% | +36.5% |
| All | +62.4% | +22.2% | +40.2% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling