+376.5%
FIS vs JBHT
+7,933.8%
-7,557.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.8% |
| 7D | +1.1% | +4.9% | -3.8% | -0.4% |
| 30D | -2.2% | +0.6% | -2.8% | -2.6% |
| 3M | +2.1% | -3.2% | +5.3% | +2.6% |
| 6M | -14.7% | +17.0% | -31.6% | -19.9% |
| YTD | -35.7% | +41.7% | -77.4% | -43.3% |
| 1Y | -37.1% | +90.0% | -127.0% | -50.1% |
| 3Y | -20.0% | +47.0% | -67.0% | -32.8% |
| 5Y | -62.1% | +58.3% | -120.4% | -69.5% |
| 10Y | -37.4% | +273.9% | -311.3% | -62.8% |
| All | +376.5% | +7,933.8% | -7,557.3% | +36.7% |
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