+1,397.3%
FANG vs JBHT
+438.3%
+959.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -3.0% |
| 7D | +0.8% | +4.9% | -4.1% | -1.4% |
| 30D | +7.6% | +0.6% | +7.0% | +6.9% |
| 3M | -1.3% | -3.2% | +1.9% | -0.8% |
| 6M | +14.7% | +17.0% | -2.3% | +4.5% |
| YTD | +34.8% | +41.7% | -6.9% | +11.9% |
| 1Y | +42.9% | +90.0% | -47.1% | +0.9% |
| 3Y | +43.8% | +47.0% | -3.2% | +10.6% |
| 5Y | +225.8% | +58.3% | +167.5% | +130.2% |
| 10Y | +171.9% | +273.9% | -102.0% | +15.6% |
| All | +1,397.3% | +438.3% | +959.0% | +437.5% |
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