-59.1%
FIG vs JBHT
+29.5%
-88.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -13.1% | -1.6% | -11.5% | -12.6% |
| 30D | -13.0% | -2.3% | -10.7% | -12.3% |
| 3M | -21.5% | -18.5% | -3.1% | -19.5% |
| 6M | -2.5% | -11.3% | +8.8% | -1.5% |
| YTD | -49.7% | +12.6% | -62.2% | -53.4% |
| 1Y | -59.1% | +29.8% | -88.8% | -66.2% |
| All | -59.1% | +29.5% | -88.6% | -66.2% |
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