-55.5%
FIS vs JBHT
+36.1%
-91.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | +4.2% | -7.7% | -3.6% |
| 30D | -19.4% | -0.4% | -19.0% | -19.4% |
| 3M | -31.6% | -17.3% | -14.2% | -30.9% |
| 6M | -32.5% | -3.5% | -29.0% | -32.4% |
| YTD | -56.0% | +18.0% | -74.0% | -59.0% |
| 1Y | -55.5% | +35.5% | -91.1% | -61.4% |
| All | -55.5% | +36.1% | -91.6% | -61.4% |
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