+85.4%
FROG vs JBHT
+34.8%
+50.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -14.1% | +1.7% | -15.8% | -14.2% |
| 30D | -11.8% | -1.2% | -10.6% | -11.6% |
| 3M | +0.1% | -17.1% | +17.3% | +2.4% |
| 6M | +64.2% | -4.4% | +68.6% | +66.0% |
| YTD | +38.2% | +17.5% | +20.7% | +30.0% |
| 1Y | +85.4% | +32.6% | +52.8% | +66.8% |
| All | +85.4% | +34.8% | +50.6% | +66.8% |
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