-56.6%
FICO vs JBHT
+29.0%
-85.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.5% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +1.7% | -3.1% | +4.8% | +2.1% |
| 3M | -35.2% | -19.5% | -15.6% | -33.1% |
| 6M | -33.7% | -9.6% | -24.1% | -33.8% |
| YTD | -58.2% | +13.3% | -71.5% | -60.9% |
| 1Y | -56.6% | +29.7% | -86.3% | -60.8% |
| All | -56.6% | +29.0% | -85.6% | -60.8% |
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