+424.5%
FSLR vs JBHT
+272.5%
+152.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.4% |
| 7D | 0.0% | +4.9% | -4.9% | -1.7% |
| 30D | -13.7% | +0.6% | -14.2% | -14.1% |
| 3M | -35.1% | -3.2% | -31.9% | -34.8% |
| 6M | +3.6% | +17.0% | -13.3% | -3.1% |
| YTD | -21.7% | +41.7% | -63.4% | -31.8% |
| 1Y | +1.3% | +90.0% | -88.7% | -21.6% |
| 3Y | +9.7% | +47.0% | -37.3% | -9.2% |
| 5Y | +117.4% | +58.3% | +59.0% | +69.6% |
| All | +424.5% | +272.5% | +152.0% | +164.0% |
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