+432.4%
TRGP vs JBHT
+20.5%
+411.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.7% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -4.2% | -2.2% | -2.0% | -3.9% |
| 3M | +7.0% | -16.5% | +23.4% | +10.7% |
| 6M | +11.2% | -8.4% | +19.7% | +11.8% |
| YTD | +51.1% | +16.1% | +35.0% | +41.3% |
| 1Y | +62.0% | +31.9% | +30.1% | +45.8% |
| 3Y | +248.2% | +34.1% | +214.1% | +200.7% |
| 5Y | +432.4% | +20.1% | +412.3% | +344.6% |
| All | +432.4% | +20.5% | +411.9% | +344.6% |
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