+4,087.3%
FDX vs JBHT
+11,637.0%
-7,549.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | -2.5% | +4.9% | -7.4% | -4.1% |
| 30D | +3.8% | +0.6% | +3.2% | +3.4% |
| 3M | -1.3% | -3.2% | +1.9% | -0.6% |
| 6M | +5.0% | +17.0% | -11.9% | -0.6% |
| YTD | +39.6% | +41.7% | -2.0% | +24.0% |
| 1Y | +81.1% | +90.0% | -8.9% | +44.4% |
| 3Y | +63.0% | +47.0% | +16.1% | +40.3% |
| 5Y | +65.6% | +58.3% | +7.3% | +38.8% |
| 10Y | +183.4% | +273.9% | -90.6% | +83.3% |
| All | +4,087.3% | +11,637.0% | -7,549.7% | +1,163.5% |
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