+35.2%
FROG vs JBHT
+115.9%
-80.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.1% |
| 7D | -11.3% | +4.9% | -16.2% | -12.4% |
| 30D | +3.6% | +0.6% | +3.1% | +3.5% |
| 3M | +1.7% | -3.2% | +4.9% | +2.1% |
| 6M | +123.5% | +17.0% | +106.6% | +112.5% |
| YTD | +40.2% | +41.7% | -1.4% | +25.7% |
| 1Y | +81.0% | +90.0% | -9.0% | +47.8% |
| 3Y | +194.8% | +47.0% | +147.8% | +156.3% |
| 5Y | +131.8% | +58.3% | +73.5% | +97.5% |
| All | +35.2% | +115.9% | -80.7% | +20.4% |
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