+50.0%
FANG vs JBHT
+93.9%
-43.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.7% | +7.1% | -8.9% | -1.4% |
| 30D | +6.8% | +2.3% | +4.4% | +6.9% |
| 3M | +1.3% | -4.5% | +5.8% | +1.2% |
| 6M | +11.8% | +29.2% | -17.4% | +12.7% |
| YTD | +35.1% | +42.2% | -7.1% | +36.6% |
| All | +50.0% | +93.9% | -43.9% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling