+386.0%
FLEX vs JBHT
+15.0%
+371.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.1% | -12.1% |
| 7D | -28.3% | -1.4% | -26.9% | -27.8% |
| 30D | -45.0% | -3.1% | -42.0% | -44.3% |
| 3M | -45.2% | -19.5% | -25.7% | -40.2% |
| 6M | -30.8% | -9.6% | -21.2% | -28.5% |
| YTD | +10.4% | +13.3% | -2.9% | +2.8% |
| 1Y | +2.3% | +29.7% | -27.4% | -10.2% |
| 3Y | +238.9% | +28.3% | +210.6% | +187.5% |
| 5Y | +386.0% | +18.5% | +367.5% | +299.0% |
| All | +386.0% | +15.0% | +371.0% | +299.0% |
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 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