+494.6%
FERG vs JBHT
+191.4%
+303.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.1% | +8.1% | +10.5% |
| 7D | +7.3% | +0.2% | +7.1% | +7.4% |
| 30D | +18.1% | -2.2% | +20.3% | +18.8% |
| 3M | +1.6% | -16.5% | +18.1% | +5.7% |
| 6M | +8.5% | -8.4% | +17.0% | +10.0% |
| YTD | +18.6% | +16.1% | +2.5% | +13.3% |
| 1Y | +5.7% | +31.9% | -26.2% | -2.0% |
| 3Y | +74.0% | +34.1% | +39.9% | +57.9% |
| 5Y | +83.9% | +20.1% | +63.8% | +67.6% |
| 10Y | +494.6% | +184.7% | +309.9% | +340.0% |
| All | +494.6% | +191.4% | +303.2% | +340.0% |
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