+2,174.7%
TRGP vs JBHT
+708.7%
+1,466.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.4% |
| 7D | +0.8% | +4.9% | -4.1% | -1.4% |
| 30D | +11.5% | +0.6% | +10.9% | +10.7% |
| 3M | +9.0% | -3.2% | +12.2% | +9.5% |
| 6M | +20.5% | +17.0% | +3.5% | +9.7% |
| YTD | +59.5% | +41.7% | +17.9% | +32.2% |
| 1Y | +77.9% | +90.0% | -12.1% | +24.7% |
| 3Y | +253.6% | +47.0% | +206.6% | +170.0% |
| 5Y | +615.5% | +58.3% | +557.2% | +403.2% |
| 10Y | +897.1% | +273.9% | +623.2% | +316.8% |
| All | +2,174.7% | +708.7% | +1,466.0% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling