+2.7%
FOXA vs JBHT
+32.1%
-29.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.0% |
| 7D | +7.9% | +0.4% | +7.4% | +7.8% |
| 30D | +8.5% | -2.0% | +10.4% | +8.8% |
| 3M | +6.2% | -16.3% | +22.5% | +9.2% |
| 6M | +8.0% | -8.2% | +16.3% | +9.9% |
| YTD | -6.5% | +16.3% | -22.8% | -9.6% |
| All | +2.7% | +32.1% | -29.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling