-65.8%
FLUT vs JBHT
+89.9%
-155.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -1.6% | +4.9% | -6.5% | -2.1% |
| 30D | +7.7% | +0.6% | +7.2% | +7.6% |
| 3M | -0.7% | -3.2% | +2.5% | -0.6% |
| 6M | -11.2% | +17.0% | -28.1% | -13.2% |
| YTD | -53.4% | +41.7% | -95.1% | -56.0% |
| 1Y | -65.8% | +90.0% | -155.7% | -68.9% |
| All | -65.8% | +89.9% | -155.7% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling