+213.8%
FFIV vs JBHT
+272.5%
-58.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | -1.0% | +4.9% | -5.8% | -2.5% |
| 30D | -5.1% | +0.6% | -5.6% | -5.4% |
| 3M | -4.5% | -3.2% | -1.2% | -4.0% |
| 6M | +36.5% | +17.0% | +19.5% | +27.9% |
| YTD | +53.0% | +41.7% | +11.3% | +34.2% |
| 1Y | +24.2% | +90.0% | -65.8% | -3.5% |
| 3Y | +137.2% | +47.0% | +90.2% | +98.1% |
| 5Y | +91.8% | +58.3% | +33.5% | +51.5% |
| All | +213.8% | +272.5% | -58.7% | +64.9% |
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