+1,394.3%
FERG vs JBHT
+681.4%
+712.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -4.5% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | +5.5% | -3.1% | +8.6% | +6.1% |
| 3M | -7.3% | -19.5% | +12.2% | -3.9% |
| 6M | -6.1% | -9.6% | +3.5% | -4.9% |
| YTD | +7.5% | +13.3% | -5.8% | +4.5% |
| 1Y | -3.9% | +29.7% | -33.6% | -8.7% |
| 3Y | +57.3% | +28.3% | +29.0% | +47.7% |
| 5Y | +68.9% | +18.5% | +50.4% | +58.7% |
| 10Y | +439.0% | +198.1% | +240.9% | +388.1% |
| All | +1,394.3% | +681.4% | +712.9% | +1,153.6% |
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