-32.8%
FPS vs JBHT
-3.0%
-29.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.6% | +7.1% |
| 7D | -24.5% | -1.6% | -22.9% | -24.0% |
| 30D | -52.1% | -2.3% | -49.8% | -51.8% |
| 3M | -48.4% | -18.5% | -29.9% | -46.5% |
| 6M | -54.4% | -11.3% | -43.1% | -56.6% |
| All | -32.8% | -3.0% | -29.8% | -42.9% |
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