+2.2%
FERG vs JBHT
+36.1%
-33.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +8.2% | +4.2% | +4.0% | +6.8% |
| 30D | +14.4% | -0.4% | +14.8% | +14.4% |
| 3M | +4.3% | -17.3% | +21.7% | +9.7% |
| 6M | +7.9% | -3.5% | +11.4% | +5.4% |
| YTD | +16.3% | +18.0% | -1.8% | +0.4% |
| 1Y | +2.2% | +35.5% | -33.3% | -20.2% |
| All | +2.2% | +36.1% | -33.8% | -20.2% |
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