+90.8%
FOXA vs JBHT
+180.2%
-89.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.3% |
| 7D | -4.0% | +4.9% | -8.8% | -5.5% |
| 30D | +12.0% | +0.6% | +11.4% | +11.5% |
| 3M | +0.3% | -3.2% | +3.5% | +0.9% |
| 6M | +12.5% | +17.0% | -4.5% | +5.6% |
| YTD | -9.6% | +41.7% | -51.3% | -20.7% |
| 1Y | +8.6% | +90.0% | -81.4% | -15.3% |
| 3Y | +118.5% | +47.0% | +71.6% | +82.2% |
| 5Y | +88.8% | +58.3% | +30.4% | +46.6% |
| All | +90.8% | +180.2% | -89.4% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling