+3,037.3%
TRMB vs JBHT
+9,595.7%
-6,558.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.1% | -18.4% | -17.7% |
| 7D | -15.7% | +1.7% | -17.4% | -16.2% |
| 30D | -7.8% | -1.2% | -6.6% | -7.6% |
| 3M | -9.3% | -17.1% | +7.8% | -4.2% |
| 6M | -20.8% | -4.4% | -16.4% | -20.7% |
| YTD | -30.8% | +17.5% | -48.2% | -35.7% |
| 1Y | -31.0% | +32.6% | -63.6% | -38.6% |
| 3Y | +27.9% | +33.0% | -5.1% | +11.1% |
| 5Y | -37.4% | +20.3% | -57.7% | -44.1% |
| 10Y | +109.7% | +209.1% | -99.4% | +35.1% |
| All | +3,037.3% | +9,595.7% | -6,558.4% | +610.7% |
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