+206.5%
FITB vs JBHT
+182.5%
+24.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -0.1% |
| 7D | +2.8% | +7.0% | -4.3% | -0.9% |
| 30D | +9.8% | +0.5% | +9.3% | +9.3% |
| 3M | -5.2% | -17.4% | +12.2% | +3.9% |
| 6M | +17.3% | -1.7% | +19.0% | +15.8% |
| YTD | +19.3% | +20.7% | -1.4% | +4.3% |
| 1Y | +32.7% | +41.1% | -8.4% | +6.3% |
| 3Y | +141.6% | +38.0% | +103.6% | +84.8% |
| 5Y | +48.9% | +22.5% | +26.4% | +19.3% |
| All | +206.5% | +182.5% | +24.0% | +29.5% |
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