-80.8%
FIG vs JBHT
+60.9%
-141.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +5.1% |
| 7D | -4.7% | +1.7% | -6.4% | -4.8% |
| 30D | +0.5% | -1.2% | +1.7% | +0.6% |
| 3M | -18.4% | -17.1% | -1.3% | -17.5% |
| 6M | +10.9% | -4.4% | +15.3% | +11.2% |
| YTD | -40.8% | +17.5% | -58.3% | -41.7% |
| 1Y | -51.7% | +32.6% | -84.3% | -53.0% |
| All | -80.8% | +60.9% | -141.7% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling