+485.6%
FCX vs JBHT
+192.4%
+293.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | -4.9% | -1.6% | -3.3% | -3.9% |
| 30D | -17.1% | -2.3% | -14.8% | -16.2% |
| 3M | -12.7% | -18.5% | +5.8% | -3.2% |
| 6M | -2.0% | -11.3% | +9.3% | +1.6% |
| YTD | +18.1% | +12.6% | +5.5% | +4.8% |
| 1Y | +55.2% | +29.8% | +25.4% | +25.7% |
| 3Y | +74.3% | +28.1% | +46.2% | +32.7% |
| 5Y | +71.9% | +17.7% | +54.2% | +34.2% |
| All | +485.6% | +192.4% | +293.3% | +93.1% |
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