+122.9%
FIX vs JBHT
+89.9%
+33.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.2% |
| 7D | +6.0% | +4.9% | +1.2% | +4.7% |
| 30D | -7.2% | +0.6% | -7.8% | -7.3% |
| 3M | -15.9% | -3.2% | -12.6% | -15.3% |
| 6M | +12.7% | +17.0% | -4.2% | +7.4% |
| YTD | +72.8% | +41.7% | +31.1% | +62.1% |
| 1Y | +122.9% | +90.0% | +32.9% | +109.2% |
| All | +122.9% | +89.9% | +33.0% | +109.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling