+67.5%
FCX vs JBHT
+15.0%
+52.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -4.0% | -6.0% |
| 7D | -12.5% | -1.4% | -11.1% | -11.8% |
| 30D | -20.0% | -3.1% | -17.0% | -19.1% |
| 3M | -16.4% | -19.5% | +3.2% | -9.0% |
| 6M | +0.8% | -9.6% | +10.4% | +2.7% |
| YTD | +15.1% | +13.3% | +1.7% | +4.5% |
| 1Y | +45.3% | +29.7% | +15.7% | +23.6% |
| 3Y | +70.9% | +28.3% | +42.6% | +38.8% |
| 5Y | +67.5% | +18.5% | +49.0% | +31.1% |
| All | +67.5% | +15.0% | +52.5% | +31.1% |
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 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