+65.8%
FDX vs JBHT
+47.5%
+18.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.8% |
| 7D | -2.5% | +4.9% | -7.4% | -4.7% |
| 30D | +3.8% | +0.6% | +3.2% | +3.2% |
| 3M | -1.3% | -3.2% | +1.9% | -0.4% |
| 6M | +5.0% | +17.0% | -11.9% | -3.0% |
| YTD | +39.6% | +41.7% | -2.0% | +18.5% |
| 1Y | +81.1% | +90.0% | -8.9% | +33.5% |
| All | +65.8% | +47.5% | +18.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling