+3,459.3%
FIX vs JBHT
+194.3%
+3,265.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.6% | -8.0% | -9.8% |
| 7D | -27.2% | -1.4% | -25.9% | -26.7% |
| 30D | -46.9% | -3.1% | -43.9% | -46.2% |
| 3M | -44.4% | -19.5% | -24.9% | -38.7% |
| 6M | -50.9% | -9.6% | -41.3% | -49.6% |
| YTD | +3.5% | +13.3% | -9.8% | -5.8% |
| 1Y | -2.1% | +29.7% | -31.8% | -17.1% |
| 3Y | +418.7% | +28.3% | +390.4% | +319.9% |
| 5Y | +894.6% | +18.5% | +876.1% | +712.0% |
| All | +3,459.3% | +194.3% | +3,265.0% | +1,407.2% |
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 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