+8,419.6%
FIX vs JBHT
+7,934.2%
+485.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.1% | -16.2% | -15.4% |
| 7D | -18.9% | +1.7% | -20.6% | -19.4% |
| 30D | -36.3% | -1.2% | -35.1% | -36.2% |
| 3M | -38.5% | -17.1% | -21.4% | -35.1% |
| 6M | -42.3% | -4.4% | -37.9% | -42.2% |
| YTD | +17.1% | +17.5% | -0.4% | +9.5% |
| 1Y | +14.4% | +32.6% | -18.2% | +2.8% |
| 3Y | +486.7% | +33.0% | +453.7% | +413.2% |
| 5Y | +1,083.7% | +20.3% | +1,063.4% | +956.8% |
| 10Y | +3,932.4% | +209.1% | +3,723.4% | +2,591.3% |
| All | +8,419.6% | +7,934.2% | +485.4% | +3,312.9% |
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