+1,015.5%
FCX vs JBHT
+7,560.7%
-6,545.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | -4.9% | +4.9% | -9.7% | -6.5% |
| 30D | +4.8% | +0.6% | +4.2% | +4.4% |
| 3M | +4.6% | -3.2% | +7.8% | +5.3% |
| 6M | +10.8% | +17.0% | -6.1% | +3.5% |
| YTD | +44.2% | +41.7% | +2.6% | +25.3% |
| 1Y | +59.6% | +90.0% | -30.4% | +22.8% |
| 3Y | +82.2% | +47.0% | +35.3% | +51.4% |
| 5Y | +115.6% | +58.3% | +57.3% | +73.9% |
| 10Y | +670.6% | +273.9% | +396.6% | +371.1% |
| All | +1,015.5% | +7,560.7% | -6,545.2% | +298.5% |
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 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