+167.4%
FROG vs JBHT
+17.1%
+150.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.7% | +36.0% | +35.5% |
| 7D | +7.0% | -1.6% | +8.6% | +7.6% |
| 30D | +2.9% | -2.3% | +5.2% | +3.6% |
| 3M | +21.6% | -18.5% | +40.1% | +29.4% |
| 6M | +87.7% | -11.3% | +98.9% | +92.6% |
| YTD | +61.7% | +12.6% | +49.1% | +49.9% |
| 1Y | +113.7% | +29.8% | +83.9% | +87.6% |
| 3Y | +267.7% | +28.1% | +239.6% | +215.7% |
| All | +167.4% | +17.1% | +150.3% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling