+97.5%
FOXA vs JBHT
+129.6%
-32.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.6% |
| 7D | +7.9% | +0.2% | +7.6% | +7.8% |
| 30D | +8.5% | -2.2% | +10.6% | +9.2% |
| 3M | +6.2% | -16.5% | +22.6% | +11.9% |
| 6M | +8.0% | -8.4% | +16.5% | +9.9% |
| YTD | -6.5% | +16.1% | -22.6% | -12.9% |
| 1Y | +3.6% | +31.9% | -28.4% | -7.8% |
| 3Y | +136.0% | +34.1% | +101.9% | +100.7% |
| 5Y | +77.7% | +20.1% | +57.6% | +52.8% |
| All | +97.5% | +129.6% | -32.1% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling