+105.1%
FAST vs JBHT
+21.5%
+83.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +3.4% | +1.7% | +1.7% | +2.9% |
| 30D | +5.5% | -1.2% | +6.7% | +5.7% |
| 3M | +7.6% | -17.1% | +24.7% | +13.2% |
| 6M | +19.8% | -4.4% | +24.2% | +19.9% |
| YTD | +35.5% | +17.5% | +18.0% | +26.6% |
| 1Y | +31.6% | +32.6% | -1.0% | +18.3% |
| 3Y | +91.0% | +33.0% | +58.0% | +66.6% |
| 5Y | +105.1% | +20.3% | +84.8% | +77.2% |
| All | +105.1% | +21.5% | +83.6% | +77.2% |
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