+60.6%
FND vs JBHT
+162.6%
-102.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | -0.1% | -1.4% |
| 7D | +2.2% | -1.4% | +3.6% | +3.3% |
| 30D | +9.6% | -3.1% | +12.7% | +11.9% |
| 3M | -17.9% | -19.5% | +1.7% | -7.1% |
| 6M | +6.6% | -9.6% | +16.1% | +10.8% |
| YTD | -15.5% | +13.3% | -28.8% | -24.9% |
| 1Y | -16.2% | +29.7% | -45.9% | -32.0% |
| 3Y | -36.3% | +28.3% | -64.6% | -49.8% |
| 5Y | -61.4% | +18.5% | -79.9% | -68.3% |
| All | +60.6% | +162.6% | -102.0% | -10.7% |
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 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