-35.6%
FIS vs JBHT
-6.8%
-28.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.1% | -24.8% | -23.6% |
| 7D | -18.4% | +1.7% | -20.1% | -18.3% |
| 30D | -11.4% | -1.2% | -10.2% | -11.4% |
| 3M | -32.0% | -17.1% | -14.8% | -31.9% |
| 6M | -35.6% | -4.4% | -31.2% | -31.1% |
| All | -35.6% | -6.8% | -28.8% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling