-36.5%
TROW vs JBHT
+58.3%
-94.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -1.3% | +4.9% | -6.2% | -3.3% |
| 30D | -4.5% | +0.6% | -5.1% | -5.0% |
| 3M | +3.9% | -3.2% | +7.1% | +4.4% |
| 6M | +22.6% | +17.0% | +5.6% | +12.6% |
| YTD | +10.1% | +41.7% | -31.5% | -7.8% |
| 1Y | +3.6% | +90.0% | -86.4% | -26.0% |
| 3Y | +12.4% | +47.0% | -34.6% | -11.1% |
| All | -36.5% | +58.3% | -94.7% | -53.4% |
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 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