+3,689.8%
FN vs JBHT
+863.1%
+2,826.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.8% |
| 7D | -1.7% | +4.9% | -6.6% | -3.9% |
| 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% | -33.2% |
| YTD | -10.5% | +41.7% | -52.2% | -25.2% |
| 1Y | +12.5% | +90.0% | -77.5% | -19.5% |
| 3Y | +153.8% | +47.0% | +106.8% | +100.5% |
| 5Y | +288.0% | +58.3% | +229.7% | +184.8% |
| 10Y | +906.4% | +273.9% | +632.5% | +322.5% |
| All | +3,689.8% | +863.1% | +2,826.7% | +768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling