+143.3%
FN vs JBHT
+15.0%
+128.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.6% | -10.7% | -12.9% |
| 7D | -16.0% | -1.4% | -14.6% | -15.4% |
| 30D | -40.1% | -3.1% | -37.0% | -39.4% |
| 3M | -43.9% | -19.5% | -24.4% | -39.4% |
| 6M | -55.6% | -9.6% | -46.1% | -54.7% |
| YTD | -35.7% | +13.3% | -49.0% | -40.7% |
| 1Y | -39.8% | +29.7% | -69.5% | -47.5% |
| 3Y | +80.3% | +28.3% | +52.0% | +52.9% |
| 5Y | +143.3% | +18.5% | +124.8% | +103.6% |
| All | +143.3% | +15.0% | +128.3% | +103.6% |
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 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