+244.2%
FITB vs JBHT
+192.4%
+51.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.5% | -1.6% | +0.1% | -0.7% |
| 30D | +5.8% | -2.3% | +8.1% | +6.9% |
| 3M | -6.1% | -18.5% | +12.4% | +3.5% |
| 6M | +5.9% | -11.3% | +17.2% | +10.4% |
| YTD | +16.1% | +12.6% | +3.5% | +5.3% |
| 1Y | +28.8% | +29.8% | -0.9% | +7.9% |
| 3Y | +126.0% | +28.1% | +97.9% | +79.8% |
| 5Y | +45.3% | +17.7% | +27.6% | +18.2% |
| All | +244.2% | +192.4% | +51.8% | +31.1% |
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