-36.3%
TRMB vs JBHT
+22.5%
-58.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.3% |
| 7D | +2.8% | +7.0% | -4.2% | 0.0% |
| 30D | -5.9% | +0.5% | -6.4% | -6.3% |
| 3M | -3.3% | -17.4% | +14.1% | +3.6% |
| 6M | +1.3% | -1.7% | +3.1% | -0.2% |
| YTD | -29.0% | +20.7% | -49.7% | -37.1% |
| 1Y | -27.8% | +41.1% | -68.8% | -40.6% |
| 3Y | +36.3% | +38.0% | -1.7% | +8.8% |
| All | -36.3% | +22.5% | -58.8% | -49.1% |
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