+91.2%
FROG vs JBHT
+15.0%
+76.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -12.4% |
| 7D | -24.5% | -1.4% | -23.1% | -24.1% |
| 30D | -24.3% | -3.1% | -21.2% | -23.5% |
| 3M | -11.7% | -19.5% | +7.8% | -5.6% |
| 6M | +37.1% | -9.6% | +46.7% | +39.9% |
| YTD | +19.5% | +13.3% | +6.2% | +10.6% |
| 1Y | +61.8% | +29.7% | +32.1% | +42.3% |
| 3Y | +178.1% | +28.3% | +149.8% | +139.0% |
| 5Y | +91.2% | +18.5% | +72.8% | +61.3% |
| All | +91.2% | +15.0% | +76.3% | +61.3% |
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