+56.7%
FND vs JBHT
+228.3%
-171.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | -0.1% |
| 7D | -5.2% | +4.9% | -10.1% | -8.1% |
| 30D | -19.9% | +0.6% | -20.5% | -20.6% |
| 3M | +2.7% | -3.2% | +5.9% | +4.1% |
| 6M | -21.7% | +17.0% | -38.6% | -30.5% |
| YTD | -17.5% | +41.7% | -59.2% | -35.8% |
| 1Y | -39.3% | +90.0% | -129.3% | -62.2% |
| 3Y | -49.8% | +47.0% | -96.7% | -63.4% |
| 5Y | -60.1% | +58.3% | -118.4% | -72.6% |
| All | +56.7% | +228.3% | -171.6% | -23.6% |
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