-47.4%
FISV vs JBHT
+27.4%
-74.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +25.7% | -1.6% | +27.3% | +26.0% |
| 30D | +38.8% | -2.3% | +41.1% | +39.2% |
| 3M | +16.2% | -18.5% | +34.7% | +19.9% |
| 6M | +12.1% | -11.3% | +23.3% | +13.9% |
| YTD | -6.4% | +12.6% | -19.0% | -8.7% |
| 1Y | +2.0% | +29.8% | -27.7% | -2.7% |
| 3Y | -47.4% | +28.1% | -75.5% | -51.0% |
| All | -47.4% | +27.4% | -74.8% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling