+602.8%
FICO vs JBHT
+272.5%
+330.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -17.8% |
| 7D | -19.2% | +4.9% | -24.1% | -21.0% |
| 30D | -14.6% | +0.6% | -15.2% | -15.1% |
| 3M | -20.1% | -3.2% | -16.9% | -19.5% |
| 6M | -36.3% | +17.0% | -53.3% | -41.2% |
| YTD | -44.9% | +41.7% | -86.5% | -53.2% |
| 1Y | -38.6% | +90.0% | -128.6% | -55.1% |
| 3Y | +4.0% | +47.0% | -43.0% | -17.0% |
| 5Y | +99.5% | +58.3% | +41.2% | +49.4% |
| All | +602.8% | +272.5% | +330.3% | +225.9% |
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