+906.2%
FN vs JBHT
+272.5%
+633.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.0% |
| 7D | -1.7% | +4.9% | -6.6% | -3.6% |
| 30D | -22.0% | +0.6% | -22.6% | -21.9% |
| 3M | -43.0% | -3.2% | -39.8% | -42.3% |
| 6M | -27.7% | +17.0% | -44.7% | -32.7% |
| YTD | -10.5% | +41.7% | -52.2% | -23.7% |
| 1Y | +12.5% | +90.0% | -77.5% | -16.4% |
| 3Y | +153.8% | +47.0% | +106.8% | +106.2% |
| 5Y | +288.0% | +58.3% | +229.7% | +196.2% |
| All | +906.2% | +272.5% | +633.7% | +369.7% |
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