+12,471.5%
FIX vs JBHT
+9,586.9%
+2,884.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.0% |
| 7D | +6.0% | +4.9% | +1.2% | +4.3% |
| 30D | -7.2% | +0.6% | -7.8% | -7.4% |
| 3M | -15.9% | -3.2% | -12.6% | -15.2% |
| 6M | +12.7% | +17.0% | -4.2% | +6.6% |
| YTD | +72.8% | +41.7% | +31.1% | +53.2% |
| 1Y | +122.9% | +90.0% | +32.9% | +77.1% |
| 3Y | +774.3% | +47.0% | +727.3% | +644.6% |
| 5Y | +2,049.5% | +58.3% | +1,991.2% | +1,665.4% |
| 10Y | +5,821.5% | +273.9% | +5,547.5% | +3,638.7% |
| All | +12,471.5% | +9,586.9% | +2,884.5% | +4,672.6% |
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 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