+7.2%
FE vs JBHT
+29.0%
-21.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +6.4% | -3.1% | +9.5% | +6.4% |
| 3M | -0.5% | -19.5% | +19.1% | -0.8% |
| 6M | +4.7% | -9.6% | +14.3% | +5.2% |
| YTD | +8.4% | +13.3% | -4.9% | +12.6% |
| 1Y | +7.2% | +29.7% | -22.5% | +14.5% |
| All | +7.2% | +29.0% | -21.8% | +14.5% |
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 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