-39.8%
FIS vs JBHT
+27.4%
-67.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -25.5% | -1.6% | -23.9% | -25.4% |
| 30D | -15.1% | -2.3% | -12.8% | -14.9% |
| 3M | -32.1% | -18.5% | -13.7% | -30.4% |
| 6M | -36.1% | -11.3% | -24.8% | -35.5% |
| YTD | -55.4% | +12.6% | -68.0% | -57.1% |
| 1Y | -53.9% | +29.8% | -83.6% | -56.9% |
| 3Y | -39.8% | +28.1% | -67.8% | -47.3% |
| All | -39.8% | +27.4% | -67.1% | -47.3% |
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