-84.0%
FIG vs JBHT
+55.1%
-139.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.6% | -13.1% | -16.3% |
| 7D | -17.4% | -1.4% | -16.0% | -17.1% |
| 30D | -15.9% | -3.1% | -12.8% | -15.5% |
| 3M | -34.5% | -19.5% | -14.9% | -33.5% |
| 6M | -5.0% | -9.6% | +4.5% | -4.3% |
| YTD | -50.7% | +13.3% | -64.0% | -51.2% |
| 1Y | -58.1% | +29.7% | -87.8% | -59.0% |
| All | -84.0% | +55.1% | -139.2% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling