+66.4%
FND vs JBHT
+169.0%
-102.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +2.1% |
| 7D | +8.5% | +0.2% | +8.3% | +8.5% |
| 30D | +17.2% | -2.2% | +19.4% | +19.0% |
| 3M | -14.9% | -16.5% | +1.5% | -6.1% |
| 6M | +3.1% | -8.4% | +11.5% | +6.4% |
| YTD | -12.4% | +16.1% | -28.5% | -23.3% |
| 1Y | -10.0% | +31.9% | -41.9% | -27.7% |
| 3Y | -31.3% | +34.1% | -65.4% | -47.5% |
| 5Y | -60.3% | +20.1% | -80.4% | -67.7% |
| All | +66.4% | +169.0% | -102.6% | -8.8% |
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