+86.1%
FICO vs JBHT
+15.0%
+71.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.0% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | +1.7% | -3.1% | +4.8% | +2.6% |
| 3M | -35.2% | -19.5% | -15.6% | -31.2% |
| 6M | -33.7% | -9.6% | -24.1% | -32.6% |
| YTD | -58.2% | +13.3% | -71.5% | -61.1% |
| 1Y | -56.6% | +29.7% | -86.3% | -61.6% |
| 3Y | -24.0% | +28.3% | -52.3% | -34.9% |
| 5Y | +86.1% | +18.5% | +67.6% | +58.7% |
| All | +86.1% | +15.0% | +71.1% | +58.7% |
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