+89.5%
FOXA vs JBHT
+58.3%
+31.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.0% |
| 7D | -4.0% | +4.9% | -8.8% | -5.1% |
| 30D | +12.0% | +0.6% | +11.4% | +11.6% |
| 3M | +0.3% | -3.2% | +3.5% | +0.8% |
| 6M | +12.5% | +17.0% | -4.5% | +7.6% |
| YTD | -9.6% | +41.7% | -51.3% | -17.7% |
| 1Y | +8.6% | +90.0% | -81.4% | -9.0% |
| 3Y | +118.5% | +47.0% | +71.6% | +91.6% |
| All | +89.5% | +58.3% | +31.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling