+229.6%
FANG vs JBHT
+59.9%
+169.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.5% |
| 7D | +0.8% | +4.9% | -4.1% | -0.5% |
| 30D | +7.6% | +0.6% | +7.0% | +7.3% |
| 3M | -1.3% | -3.2% | +1.9% | -0.9% |
| 6M | +14.7% | +17.0% | -2.3% | +8.6% |
| YTD | +34.8% | +41.7% | -6.9% | +20.3% |
| 1Y | +42.9% | +90.0% | -47.1% | +15.1% |
| 3Y | +43.8% | +47.0% | -3.2% | +22.1% |
| All | +229.6% | +59.9% | +169.7% | +171.0% |
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