+74.9%
FOXA vs JBHT
+17.1%
+57.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | +5.4% | -1.6% | +7.0% | +5.8% |
| 30D | +6.3% | -2.3% | +8.6% | +6.9% |
| 3M | +8.3% | -18.5% | +26.8% | +13.4% |
| 6M | +7.6% | -11.3% | +18.9% | +9.9% |
| YTD | -7.9% | +12.6% | -20.5% | -11.9% |
| 1Y | +2.4% | +29.8% | -27.4% | -5.7% |
| 3Y | +120.3% | +28.1% | +92.3% | +97.6% |
| All | +74.9% | +17.1% | +57.8% | +52.0% |
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