+517.2%
FICO vs JBHT
+207.9%
+309.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +1.7% | -1.2% | +2.8% | +2.0% |
| 3M | -33.0% | -17.1% | -15.9% | -28.8% |
| 6M | -33.9% | -4.4% | -29.5% | -34.0% |
| YTD | -58.5% | +17.5% | -76.0% | -62.4% |
| 1Y | -56.4% | +32.6% | -89.0% | -62.5% |
| 3Y | -24.7% | +33.0% | -57.7% | -38.2% |
| 5Y | +83.1% | +20.3% | +62.8% | +53.3% |
| 10Y | +517.2% | +209.1% | +308.1% | +240.9% |
| All | +517.2% | +207.9% | +309.3% | +240.9% |
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