+171.7%
FROG vs JBHT
+28.2%
+143.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -12.8% |
| 7D | -24.5% | -1.4% | -23.1% | -24.2% |
| 30D | -24.3% | -3.1% | -21.2% | -23.7% |
| 3M | -11.7% | -19.5% | +7.8% | -7.3% |
| 6M | +37.1% | -9.6% | +46.7% | +39.3% |
| YTD | +19.5% | +13.3% | +6.2% | +12.9% |
| 1Y | +61.8% | +29.7% | +32.1% | +46.9% |
| All | +171.7% | +28.2% | +143.5% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling