+2.8%
FISV vs JBHT
+273.4%
-270.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.9% |
| 30D | -2.1% | +0.6% | -2.6% | -2.4% |
| 3M | -5.7% | -3.2% | -2.5% | -5.1% |
| 6M | -15.3% | +17.0% | -32.3% | -20.5% |
| YTD | -21.1% | +41.7% | -62.8% | -30.8% |
| 1Y | -61.1% | +90.0% | -151.1% | -69.7% |
| 3Y | -56.8% | +47.0% | -103.8% | -64.1% |
| 5Y | -54.2% | +58.3% | -112.5% | -64.2% |
| All | +2.8% | +273.4% | -270.7% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling