-37.1%
TRMB vs JBHT
+58.3%
-95.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -2.2% |
| 7D | -2.5% | +4.9% | -7.4% | -4.5% |
| 30D | +1.5% | +0.6% | +0.9% | +0.9% |
| 3M | +6.8% | -3.2% | +10.0% | +7.5% |
| 6M | -14.9% | +17.0% | -31.9% | -21.9% |
| YTD | -24.1% | +41.7% | -65.8% | -36.5% |
| 1Y | -25.4% | +90.0% | -115.4% | -46.5% |
| 3Y | +8.0% | +47.0% | -39.0% | -14.3% |
| All | -37.1% | +58.3% | -95.4% | -54.1% |
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