+242.4%
FIS vs JBHT
+6,563.1%
-6,320.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.1% | -24.8% | -24.0% |
| 7D | -18.4% | +1.7% | -20.1% | -18.9% |
| 30D | -11.4% | -1.2% | -10.2% | -11.3% |
| 3M | -32.0% | -17.1% | -14.8% | -28.6% |
| 6M | -35.6% | -4.4% | -31.2% | -35.8% |
| YTD | -53.8% | +17.5% | -71.3% | -57.2% |
| 1Y | -51.1% | +32.6% | -83.7% | -56.4% |
| 3Y | -37.9% | +33.0% | -70.9% | -46.6% |
| 5Y | -69.6% | +20.3% | -89.9% | -73.4% |
| 10Y | -52.2% | +209.1% | -261.3% | -70.1% |
| All | +242.4% | +6,563.1% | -6,320.6% | +3.3% |
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 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