-15.9%
FLEX vs JBHT
-6.8%
-9.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.1% | -13.4% | -12.7% |
| 7D | -17.0% | +1.7% | -18.7% | -17.5% |
| 30D | -33.8% | -1.2% | -32.7% | -33.7% |
| 3M | -39.0% | -17.1% | -21.9% | -34.1% |
| 6M | -15.9% | -4.4% | -11.5% | -15.1% |
| All | -15.9% | -6.8% | -9.1% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling