+420.4%
FIX vs JBHT
+28.2%
+392.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.6% | -8.0% | -10.4% |
| 7D | -27.2% | -1.4% | -25.9% | -26.8% |
| 30D | -46.9% | -3.1% | -43.9% | -46.4% |
| 3M | -44.4% | -19.5% | -24.9% | -40.5% |
| 6M | -50.9% | -9.6% | -41.3% | -50.0% |
| YTD | +3.5% | +13.3% | -9.8% | -2.8% |
| 1Y | -2.1% | +29.7% | -31.8% | -12.1% |
| All | +420.4% | +28.2% | +392.2% | +344.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling