+55.9%
FROG vs JBHT
+71.6%
-15.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.7% | +36.0% | +35.5% |
| 7D | +7.0% | -1.6% | +8.6% | +7.5% |
| 30D | +2.9% | -2.3% | +5.2% | +3.5% |
| 3M | +21.6% | -18.5% | +40.1% | +27.7% |
| 6M | +87.7% | -11.3% | +98.9% | +91.7% |
| YTD | +61.7% | +12.6% | +49.1% | +53.1% |
| 1Y | +113.7% | +29.8% | +83.9% | +94.2% |
| 3Y | +267.7% | +28.1% | +239.6% | +229.5% |
| 5Y | +158.8% | +17.7% | +141.1% | +130.9% |
| All | +55.9% | +71.6% | -15.7% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling