+812.3%
FN vs JBHT
+207.9%
+604.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.0% | -6.4% |
| 7D | -7.0% | +1.7% | -8.7% | -7.6% |
| 30D | -24.7% | -1.2% | -23.6% | -24.6% |
| 3M | -35.7% | -17.1% | -18.5% | -31.2% |
| 6M | -52.4% | -4.4% | -48.0% | -52.5% |
| YTD | -25.0% | +17.5% | -42.4% | -31.8% |
| 1Y | -25.7% | +32.6% | -58.3% | -35.9% |
| 3Y | +110.2% | +33.0% | +77.2% | +75.5% |
| 5Y | +192.3% | +20.3% | +172.0% | +148.3% |
| 10Y | +812.3% | +209.1% | +603.2% | +398.6% |
| All | +812.3% | +207.9% | +604.4% | +398.6% |
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 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