+495.8%
FSLR vs JBHT
+192.4%
+303.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +15.3% | -1.6% | +16.9% | +16.0% |
| 30D | +11.7% | -2.3% | +13.9% | +12.5% |
| 3M | -17.6% | -18.5% | +0.8% | -12.0% |
| 6M | -7.7% | -11.3% | +3.5% | -5.0% |
| YTD | -23.0% | +12.6% | -35.6% | -27.4% |
| 1Y | -26.0% | +29.8% | -55.8% | -33.7% |
| 3Y | +36.9% | +28.1% | +8.8% | +18.1% |
| 5Y | +72.9% | +17.7% | +55.2% | +50.8% |
| All | +495.8% | +192.4% | +303.4% | +230.4% |
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