-51.1%
FIS vs JBHT
+34.8%
-85.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.1% | -24.8% | -23.7% |
| 7D | -18.4% | +1.7% | -20.1% | -18.4% |
| 30D | -11.4% | -1.2% | -10.2% | -11.3% |
| 3M | -32.0% | -17.1% | -14.8% | -31.4% |
| 6M | -35.6% | -4.4% | -31.2% | -35.4% |
| YTD | -53.8% | +17.5% | -71.3% | -56.2% |
| 1Y | -51.1% | +32.6% | -83.7% | -55.4% |
| All | -51.1% | +34.8% | -85.9% | -55.4% |
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