+2.2%
FOXA vs JBHT
+33.2%
-31.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +7.9% | -1.1% | +9.0% | +8.1% |
| 3M | +6.7% | -14.8% | +21.5% | +9.3% |
| 6M | +7.5% | -7.4% | +15.0% | +9.2% |
| YTD | -6.9% | +17.3% | -24.3% | -10.2% |
| 1Y | +2.2% | +35.3% | -33.1% | -4.7% |
| All | +2.2% | +33.2% | -31.0% | -4.7% |
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 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