+1,083.7%
FIX vs JBHT
+21.5%
+1,062.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.1% | -16.2% | -15.5% |
| 7D | -18.9% | +1.7% | -20.6% | -19.5% |
| 30D | -36.3% | -1.2% | -35.1% | -36.2% |
| 3M | -38.5% | -17.1% | -21.4% | -34.5% |
| 6M | -42.3% | -4.4% | -37.9% | -42.4% |
| YTD | +17.1% | +17.5% | -0.4% | +7.4% |
| 1Y | +14.4% | +32.6% | -18.2% | -0.1% |
| 3Y | +486.7% | +33.0% | +453.7% | +396.7% |
| 5Y | +1,083.7% | +20.3% | +1,063.4% | +894.8% |
| All | +1,083.7% | +21.5% | +1,062.2% | +894.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling