+107.2%
FAST vs JBHT
+58.3%
+48.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | -0.1% |
| 7D | -0.4% | +4.9% | -5.2% | -1.9% |
| 30D | -0.8% | +0.6% | -1.4% | -1.2% |
| 3M | +5.8% | -3.2% | +9.0% | +6.5% |
| 6M | +8.0% | +17.0% | -9.0% | +1.8% |
| YTD | +25.6% | +41.7% | -16.0% | +11.5% |
| 1Y | +0.8% | +90.0% | -89.2% | -19.3% |
| 3Y | +86.1% | +47.0% | +39.1% | +59.2% |
| All | +107.2% | +58.3% | +48.9% | +66.4% |
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