+65.0%
FDX vs JBHT
+34.8%
+30.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +8.1% | +1.7% | +6.4% | +7.4% |
| 30D | +13.9% | -1.2% | +15.1% | +14.4% |
| 3M | +5.5% | -17.1% | +22.7% | +13.3% |
| 6M | +15.1% | -4.4% | +19.5% | +13.0% |
| YTD | +43.2% | +17.5% | +25.7% | +27.8% |
| 1Y | +65.0% | +32.6% | +32.4% | +43.6% |
| All | +65.0% | +34.8% | +30.2% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling