+1,238.4%
FANG vs JBHT
+345.9%
+892.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -7.4% | +0.9% | -8.3% | -7.8% |
| 30D | -7.3% | -1.1% | -6.2% | -7.3% |
| 3M | -10.0% | -14.8% | +4.8% | -4.5% |
| 6M | -4.6% | -7.4% | +2.9% | -3.5% |
| YTD | +20.5% | +17.3% | +3.2% | +7.7% |
| 1Y | +26.0% | +35.3% | -9.3% | +5.0% |
| 3Y | +26.0% | +33.9% | -7.9% | -0.2% |
| 5Y | +104.5% | +22.5% | +82.0% | +63.0% |
| 10Y | +140.5% | +181.3% | -40.8% | +16.2% |
| All | +1,238.4% | +345.9% | +892.6% | +417.5% |
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