+28.1%
JBHT vs TRU
+65.0%
-36.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -1.6% | +5.7% | -7.3% | -3.3% |
| 30D | -2.3% | +29.2% | -31.5% | -10.1% |
| 3M | -18.5% | +2.7% | -21.1% | -19.7% |
| 6M | -11.3% | +15.2% | -26.5% | -16.5% |
| YTD | +12.6% | -4.9% | +17.4% | +12.0% |
| 1Y | +29.8% | +3.4% | +26.3% | +24.8% |
| 3Y | +28.1% | +63.2% | -35.1% | +6.9% |
| All | +28.1% | +65.0% | -36.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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