-52.0%
FIG vs JBHT
+39.4%
-91.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.4% |
| 7D | +3.4% | +7.0% | -3.6% | +2.1% |
| 30D | -9.5% | +0.5% | -10.0% | -9.6% |
| 3M | -26.2% | -17.4% | -8.8% | -25.0% |
| 6M | +2.7% | -1.7% | +4.4% | +2.7% |
| YTD | -48.0% | +20.7% | -68.7% | -51.9% |
| 1Y | -52.0% | +41.1% | -93.1% | -61.1% |
| All | -52.0% | +39.4% | -91.4% | -61.1% |
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