-39.0%
FISV vs JBHT
+21.4%
-60.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.0% | +4.2% | -6.1% | -2.9% |
| 30D | +31.8% | -0.4% | +32.2% | +31.8% |
| 3M | +19.3% | -17.3% | +36.6% | +24.2% |
| 6M | +12.1% | -3.5% | +15.6% | +12.2% |
| YTD | -8.4% | +18.0% | -26.5% | -13.1% |
| 1Y | -4.5% | +35.5% | -40.0% | -12.4% |
| 3Y | -49.4% | +34.8% | -84.2% | -54.8% |
| 5Y | -39.0% | +19.7% | -58.7% | -46.3% |
| All | -39.0% | +21.4% | -60.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling