+110.2%
FAST vs JBHT
+21.8%
+88.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +4.8% | +0.9% | +3.9% | +4.5% |
| 30D | +8.6% | -1.1% | +9.7% | +8.8% |
| 3M | +5.7% | -14.8% | +20.5% | +10.2% |
| 6M | +25.5% | -7.4% | +32.9% | +26.9% |
| YTD | +39.6% | +17.3% | +22.3% | +30.5% |
| 1Y | +35.5% | +35.3% | +0.2% | +21.0% |
| 3Y | +96.2% | +33.9% | +62.3% | +70.5% |
| 5Y | +110.2% | +22.5% | +87.7% | +79.6% |
| All | +110.2% | +21.8% | +88.4% | +79.6% |
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