+789.9%
FCX vs JBHT
+6,027.8%
-5,237.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -4.0% | -6.2% |
| 7D | -12.5% | -1.4% | -11.1% | -11.9% |
| 30D | -20.0% | -3.1% | -17.0% | -19.2% |
| 3M | -16.4% | -19.5% | +3.2% | -10.2% |
| 6M | +0.8% | -9.6% | +10.4% | +3.0% |
| YTD | +15.1% | +13.3% | +1.7% | +7.8% |
| 1Y | +45.3% | +29.7% | +15.7% | +29.5% |
| 3Y | +70.9% | +28.3% | +42.6% | +48.5% |
| 5Y | +67.5% | +18.5% | +49.0% | +49.3% |
| 10Y | +483.0% | +198.1% | +284.9% | +284.5% |
| All | +789.9% | +6,027.8% | -5,237.9% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling