+3.3%
TRI vs JBHT
+17.1%
-13.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.6% |
| 7D | -4.8% | -1.6% | -3.2% | -4.7% |
| 30D | +13.4% | -2.3% | +15.7% | +13.6% |
| 3M | +13.1% | -18.5% | +31.6% | +15.0% |
| 6M | +24.4% | -11.3% | +35.7% | +25.4% |
| YTD | -11.4% | +12.6% | -24.0% | -13.4% |
| 1Y | -15.6% | +29.8% | -45.3% | -19.0% |
| 3Y | -6.5% | +28.1% | -34.5% | -11.6% |
| All | +3.3% | +17.1% | -13.7% | -3.0% |
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