-93.2%
FRMI vs JBHT
+34.8%
-128.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.1% | -11.6% | -10.8% |
| 7D | -39.7% | +1.7% | -41.4% | -40.0% |
| 30D | -55.2% | -1.2% | -54.0% | -55.1% |
| 3M | -71.2% | -17.1% | -54.0% | -69.8% |
| 6M | -64.1% | -4.4% | -59.7% | -65.8% |
| YTD | -77.2% | +17.5% | -94.7% | -79.8% |
| 1Y | -93.2% | +32.6% | -125.8% | -93.8% |
| All | -93.2% | +34.8% | -128.0% | -93.8% |
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