+40.6%
FFIV vs JBHT
+15.0%
+25.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.5% |
| 7D | -14.2% | -1.4% | -12.8% | -13.9% |
| 30D | -33.6% | -3.1% | -30.6% | -32.9% |
| 3M | -24.2% | -19.5% | -4.7% | -20.0% |
| 6M | -8.3% | -9.6% | +1.3% | -6.8% |
| YTD | +22.1% | +13.3% | +8.8% | +15.9% |
| 1Y | +26.5% | +29.7% | -3.2% | +15.5% |
| 3Y | +102.3% | +28.3% | +74.0% | +80.1% |
| 5Y | +40.6% | +18.5% | +22.2% | +23.6% |
| All | +40.6% | +15.0% | +25.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling