+192.3%
FN vs JBHT
+21.5%
+170.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.4% |
| 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% | -35.8% |
| 3Y | +110.2% | +33.0% | +77.2% | +75.7% |
| 5Y | +192.3% | +20.3% | +172.0% | +142.4% |
| All | +192.3% | +21.5% | +170.9% | +142.4% |
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