+574.2%
FAST vs JBHT
+194.3%
+379.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.8% |
| 7D | +0.7% | -1.4% | +2.0% | +1.2% |
| 30D | +4.6% | -3.1% | +7.7% | +5.7% |
| 3M | +6.4% | -19.5% | +25.9% | +14.8% |
| 6M | +20.6% | -9.6% | +30.2% | +23.4% |
| YTD | +34.7% | +13.3% | +21.4% | +25.0% |
| 1Y | +29.7% | +29.7% | 0.0% | +13.6% |
| 3Y | +89.9% | +28.3% | +61.6% | +59.8% |
| 5Y | +105.0% | +18.5% | +86.5% | +73.4% |
| All | +574.2% | +194.3% | +379.9% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling