-60.3%
FND vs JBHT
+20.8%
-81.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +2.1% |
| 7D | +8.5% | +0.4% | +8.1% | +8.3% |
| 30D | +17.2% | -2.0% | +19.2% | +18.8% |
| 3M | -14.9% | -16.3% | +1.4% | -6.2% |
| 6M | +3.1% | -8.2% | +11.3% | +6.0% |
| YTD | -12.4% | +16.3% | -28.7% | -24.1% |
| 1Y | -10.0% | +32.2% | -42.2% | -28.6% |
| 3Y | -31.3% | +34.4% | -65.7% | -48.6% |
| 5Y | -60.3% | +20.3% | -80.7% | -69.4% |
| All | -60.3% | +20.8% | -81.1% | -69.4% |
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