-57.0%
FIG vs JBHT
+36.1%
-93.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +4.2% | -1.6% | +1.8% |
| 30D | -13.1% | -0.4% | -12.7% | -12.9% |
| 3M | -20.3% | -17.3% | -3.0% | -18.7% |
| 6M | -2.1% | -3.5% | +1.4% | -1.9% |
| YTD | -49.4% | +18.0% | -67.4% | -54.1% |
| 1Y | -57.0% | +35.5% | -92.5% | -65.6% |
| All | -57.0% | +36.1% | -93.1% | -65.6% |
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