+1,000.1%
FLEX vs JBHT
+272.5%
+727.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.1% |
| 7D | -0.9% | +4.9% | -5.8% | -3.3% |
| 30D | -10.1% | +0.6% | -10.7% | -10.4% |
| 3M | -31.3% | -3.2% | -28.1% | -30.4% |
| 6M | +71.3% | +17.0% | +54.3% | +57.6% |
| YTD | +81.2% | +41.7% | +39.6% | +50.9% |
| 1Y | +98.5% | +90.0% | +8.5% | +39.7% |
| 3Y | +428.2% | +47.0% | +381.3% | +312.5% |
| 5Y | +657.3% | +58.3% | +599.0% | +449.4% |
| All | +1,000.1% | +272.5% | +727.6% | +394.0% |
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