+2,842.8%
FITB vs JBHT
+9,288.5%
-6,445.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -1.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | +4.8% | -3.1% | +7.9% | +5.8% |
| 3M | -6.4% | -19.5% | +13.1% | 0.0% |
| 6M | +7.9% | -9.6% | +17.5% | +10.5% |
| YTD | +17.0% | +13.3% | +3.7% | +10.8% |
| 1Y | +29.9% | +29.7% | +0.2% | +17.5% |
| 3Y | +124.8% | +28.3% | +96.5% | +98.7% |
| 5Y | +46.4% | +18.5% | +28.0% | +32.1% |
| 10Y | +258.1% | +198.1% | +60.0% | +142.6% |
| All | +2,842.8% | +9,288.5% | -6,445.7% | +1,010.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling