+187.9%
JBHT vs TRU
+243.5%
-55.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -1.6% | +5.7% | -7.3% | -3.5% |
| 30D | -2.3% | +29.2% | -31.5% | -11.0% |
| 3M | -18.5% | +2.7% | -21.1% | -19.9% |
| 6M | -11.3% | +15.2% | -26.5% | -17.0% |
| YTD | +12.6% | -4.9% | +17.4% | +11.2% |
| 1Y | +29.8% | +3.4% | +26.3% | +24.2% |
| 3Y | +28.1% | +63.2% | -35.1% | +0.9% |
| 5Y | +17.7% | -26.6% | +44.3% | +19.9% |
| 10Y | +196.1% | +172.8% | +23.3% | +107.2% |
| All | +187.9% | +243.5% | -55.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling