+1,239.1%
FANG vs JBHT
+341.1%
+898.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -1.8% |
| 7D | -10.8% | +0.2% | -11.0% | -11.0% |
| 30D | -7.3% | -2.2% | -5.1% | -6.8% |
| 3M | -4.7% | -16.5% | +11.7% | +1.9% |
| 6M | -4.5% | -8.4% | +3.9% | -3.0% |
| YTD | +20.5% | +16.1% | +4.5% | +8.3% |
| 1Y | +27.0% | +31.9% | -4.9% | +7.0% |
| 3Y | +27.8% | +34.1% | -6.3% | +1.0% |
| 5Y | +94.0% | +20.1% | +73.9% | +56.3% |
| 10Y | +138.7% | +184.7% | -45.9% | +14.4% |
| All | +1,239.1% | +341.1% | +898.0% | +420.1% |
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