+70.2%
FDX vs JBHT
+28.2%
+42.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.3% | -2.3% |
| 7D | +2.9% | -1.4% | +4.3% | +3.6% |
| 30D | +9.6% | -3.1% | +12.7% | +11.1% |
| 3M | +2.4% | -19.5% | +21.9% | +11.6% |
| 6M | +9.2% | -9.6% | +18.8% | +12.2% |
| YTD | +37.7% | +13.3% | +24.4% | +27.7% |
| 1Y | +56.1% | +29.7% | +26.4% | +36.2% |
| All | +70.2% | +28.2% | +42.0% | +34.4% |
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