+435.9%
JBHT vs GWRE
+828.2%
-392.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.4% |
| 7D | +0.9% | -3.5% | +4.4% | +1.5% |
| 30D | -1.1% | -7.1% | +6.0% | -0.1% |
| 3M | -14.8% | -10.1% | -4.7% | -14.4% |
| 6M | -7.4% | +12.3% | -19.8% | -11.8% |
| YTD | +17.3% | -22.7% | +40.0% | +18.7% |
| 1Y | +35.3% | -28.6% | +63.9% | +39.1% |
| 3Y | +33.9% | +70.7% | -36.7% | +11.0% |
| 5Y | +22.5% | +24.4% | -1.9% | +5.7% |
| 10Y | +181.3% | +169.2% | +12.1% | +104.3% |
| All | +435.9% | +828.2% | -392.4% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling