+1,348.4%
FERG vs JBHT
+876.9%
+471.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.8% |
| 7D | 0.0% | +4.9% | -4.9% | -0.9% |
| 30D | -10.2% | +0.6% | -10.8% | -10.3% |
| 3M | -0.6% | -3.2% | +2.6% | -0.2% |
| 6M | -6.5% | +17.0% | -23.5% | -9.5% |
| YTD | +4.2% | +41.7% | -37.5% | -2.5% |
| 1Y | -2.3% | +90.0% | -92.2% | -13.4% |
| 3Y | +48.5% | +47.0% | +1.5% | +35.7% |
| 5Y | +72.0% | +58.3% | +13.7% | +55.0% |
| 10Y | +369.9% | +273.9% | +96.0% | +309.7% |
| All | +1,348.4% | +876.9% | +471.6% | +1,070.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling