-48.4%
FND vs JBHT
+47.5%
-95.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.2% |
| 7D | -5.2% | +4.9% | -10.1% | -7.7% |
| 30D | -19.9% | +0.6% | -20.5% | -20.4% |
| 3M | +2.7% | -3.2% | +5.9% | +4.0% |
| 6M | -21.7% | +17.0% | -38.6% | -29.4% |
| YTD | -17.5% | +41.7% | -59.2% | -33.6% |
| 1Y | -39.3% | +90.0% | -129.3% | -59.5% |
| All | -48.4% | +47.5% | -95.9% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling