-26.0%
FSLR vs JBHT
+29.5%
-55.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +15.3% | -1.6% | +16.9% | +15.9% |
| 30D | +11.7% | -2.3% | +13.9% | +12.4% |
| 3M | -17.6% | -18.5% | +0.8% | -12.7% |
| 6M | -7.7% | -11.3% | +3.5% | -6.4% |
| YTD | -23.0% | +12.6% | -35.6% | -31.7% |
| 1Y | -26.0% | +29.8% | -55.8% | -35.3% |
| All | -26.0% | +29.5% | -55.6% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling