+386.3%
FCX vs JBHT
+186.6%
+199.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -18.0% | -1.1% | -16.9% | -17.6% |
| 3M | -14.3% | -14.8% | +0.5% | -7.4% |
| 6M | -1.7% | -7.4% | +5.7% | -0.5% |
| YTD | +19.8% | +17.3% | +2.5% | +3.9% |
| 1Y | +48.6% | +35.3% | +13.3% | +17.8% |
| 3Y | +85.8% | +33.9% | +51.9% | +38.2% |
| 5Y | +72.2% | +22.5% | +49.7% | +31.6% |
| 10Y | +386.3% | +181.3% | +204.9% | +101.1% |
| All | +386.3% | +186.6% | +199.7% | +101.1% |
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