-38.6%
FICO vs JBHT
+89.9%
-128.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -17.0% |
| 7D | -19.2% | +4.9% | -24.1% | -19.7% |
| 30D | -14.6% | +0.6% | -15.2% | -14.7% |
| 3M | -20.1% | -3.2% | -16.9% | -20.0% |
| 6M | -36.3% | +17.0% | -53.3% | -37.6% |
| YTD | -44.9% | +41.7% | -86.5% | -46.0% |
| 1Y | -38.6% | +90.0% | -128.6% | -36.8% |
| All | -38.6% | +89.9% | -128.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling