+42.4%
FCEL vs JBHT
+34.8%
+7.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.2% |
| 7D | -14.9% | +1.7% | -16.6% | -15.2% |
| 30D | -41.7% | -1.2% | -40.5% | -41.5% |
| 3M | -53.2% | -17.1% | -36.0% | -51.5% |
| 6M | -19.0% | -4.4% | -14.7% | -21.7% |
| YTD | +44.2% | +17.5% | +26.7% | +18.0% |
| 1Y | +42.4% | +32.6% | +9.8% | +9.8% |
| All | +42.4% | +34.8% | +7.6% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling