+434.6%
FERG vs JBHT
+192.4%
+242.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | +8.7% | -2.3% | +11.0% | +9.2% |
| 3M | -7.4% | -18.5% | +11.0% | -3.3% |
| 6M | -6.6% | -11.3% | +4.6% | -4.7% |
| YTD | +6.6% | +12.6% | -6.0% | +2.6% |
| 1Y | -3.6% | +29.8% | -33.3% | -10.2% |
| 3Y | +56.4% | +28.1% | +28.3% | +43.3% |
| 5Y | +67.5% | +17.7% | +49.8% | +53.6% |
| All | +434.6% | +192.4% | +242.2% | +301.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling