+32.5%
TROW vs JBHT
+27.4%
+5.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +4.3% | -1.6% | +5.9% | +4.9% |
| 30D | +4.2% | -2.3% | +6.5% | +4.8% |
| 3M | -3.4% | -18.5% | +15.1% | +1.6% |
| 6M | +4.7% | -11.3% | +15.9% | +6.5% |
| YTD | +10.1% | +12.6% | -2.5% | +2.7% |
| 1Y | +11.7% | +29.8% | -18.0% | -1.1% |
| 3Y | +32.5% | +28.1% | +4.4% | +7.4% |
| All | +32.5% | +27.4% | +5.1% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling