-52.9%
FIS vs JBHT
+29.0%
-81.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | -1.2% |
| 7D | -21.2% | -1.4% | -19.8% | -21.2% |
| 30D | -12.1% | -3.1% | -9.0% | -12.0% |
| 3M | -30.6% | -19.5% | -11.1% | -30.0% |
| 6M | -35.5% | -9.6% | -25.9% | -35.2% |
| YTD | -54.4% | +13.3% | -67.7% | -57.1% |
| 1Y | -52.9% | +29.7% | -82.6% | -58.0% |
| All | -52.9% | +29.0% | -81.9% | -58.0% |
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