+114.3%
FCX vs JBHT
+58.3%
+56.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | -4.9% | +4.9% | -9.7% | -6.9% |
| 30D | +4.8% | +0.6% | +4.2% | +4.3% |
| 3M | +4.6% | -3.2% | +7.8% | +5.4% |
| 6M | +10.8% | +17.0% | -6.1% | +1.2% |
| YTD | +44.2% | +41.7% | +2.6% | +19.7% |
| 1Y | +59.6% | +90.0% | -30.4% | +12.8% |
| 3Y | +82.2% | +47.0% | +35.3% | +42.4% |
| All | +114.3% | +58.3% | +56.1% | +49.5% |
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