-25.2%
TGT vs JBHT
+22.9%
-48.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +6.7% | -0.1% | +6.7% | +6.7% |
| 3M | +8.4% | -14.0% | +22.5% | +14.1% |
| 6M | +40.7% | -5.1% | +45.8% | +40.1% |
| YTD | +72.2% | +18.0% | +54.2% | +53.2% |
| 1Y | +86.2% | +36.5% | +49.6% | +54.1% |
| 3Y | +68.8% | +34.8% | +34.0% | +33.0% |
| 5Y | -25.2% | +21.4% | -46.6% | -40.9% |
| All | -25.2% | +22.9% | -48.1% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 5y: compounded portfolio wealth divided by compounded JBHT 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…
5y analysis · Full analysis span regression · 6 months rolling