+238.2%
FIS vs JBHT
+6,326.3%
-6,088.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | -0.2% |
| 7D | -21.2% | -1.4% | -19.8% | -20.9% |
| 30D | -12.1% | -3.1% | -9.0% | -11.4% |
| 3M | -30.6% | -19.5% | -11.1% | -26.5% |
| 6M | -35.5% | -9.6% | -25.9% | -34.5% |
| YTD | -54.4% | +13.3% | -67.7% | -57.2% |
| 1Y | -52.9% | +29.7% | -82.6% | -57.7% |
| 3Y | -38.7% | +28.3% | -67.0% | -46.6% |
| 5Y | -70.4% | +18.5% | -88.9% | -74.1% |
| 10Y | -52.8% | +198.1% | -250.9% | -70.1% |
| All | +238.2% | +6,326.3% | -6,088.1% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling