+70.3%
FERG vs JBHT
+34.7%
+35.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +7.2% | +0.9% | +6.3% | +7.0% |
| 30D | +17.9% | -1.1% | +19.0% | +18.3% |
| 3M | -1.3% | -14.8% | +13.5% | +3.2% |
| 6M | +8.3% | -7.4% | +15.8% | +9.5% |
| YTD | +18.3% | +17.3% | +1.0% | +9.8% |
| 1Y | +4.7% | +35.3% | -30.6% | -7.5% |
| 3Y | +70.3% | +33.9% | +36.3% | +49.4% |
| All | +70.3% | +34.7% | +35.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling