+262.4%
JBHT vs TRU
+238.0%
+24.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.9% | +8.7% | +4.9% |
| 7D | +4.9% | -6.8% | +11.6% | +7.3% |
| 30D | +0.6% | 0.0% | +0.5% | +0.3% |
| 3M | -3.2% | +13.3% | -16.5% | -8.2% |
| 6M | +17.0% | +3.4% | +13.5% | +13.8% |
| YTD | +41.7% | -6.4% | +48.0% | +41.5% |
| 1Y | +90.0% | -9.7% | +99.7% | +90.9% |
| 3Y | +47.0% | +0.1% | +46.8% | +37.1% |
| 5Y | +58.3% | -34.0% | +92.3% | +68.3% |
| 10Y | +273.9% | +147.9% | +126.0% | +169.5% |
| All | +262.4% | +238.0% | +24.4% | +147.4% |
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