-22.0%
FND vs JBHT
+39.4%
-61.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -3.3% |
| 7D | -6.8% | +7.0% | -13.9% | -9.8% |
| 30D | +8.0% | +0.5% | +7.5% | +7.7% |
| 3M | -18.9% | -17.4% | -1.6% | -12.4% |
| 6M | +4.7% | -1.7% | +6.4% | +0.7% |
| YTD | -21.6% | +20.7% | -42.3% | -37.2% |
| 1Y | -22.0% | +41.1% | -63.1% | -46.7% |
| All | -22.0% | +39.4% | -61.4% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling