+547.0%
JBHT vs GWRE
+869.7%
-322.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -19.9% | +22.7% | +6.2% |
| 7D | +4.9% | -21.1% | +26.0% | +8.6% |
| 30D | +0.6% | +1.3% | -0.7% | -0.6% |
| 3M | -3.2% | +7.4% | -10.6% | -6.0% |
| 6M | +17.0% | +5.6% | +11.3% | +12.4% |
| YTD | +41.7% | -19.2% | +60.9% | +43.0% |
| 1Y | +90.0% | -25.1% | +115.1% | +93.6% |
| 3Y | +47.0% | +87.7% | -40.7% | +19.9% |
| 5Y | +58.3% | +32.0% | +26.3% | +35.7% |
| 10Y | +273.9% | +157.8% | +116.1% | +174.4% |
| All | +547.0% | +869.7% | -322.6% | +329.6% |
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