+9.6%
FSLR vs JBHT
+47.5%
-37.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | 0.0% | +4.9% | -4.9% | -0.9% |
| 30D | -13.7% | +0.6% | -14.2% | -13.9% |
| 3M | -35.1% | -3.2% | -31.9% | -34.9% |
| 6M | +3.6% | +17.0% | -13.3% | -0.4% |
| YTD | -21.7% | +41.7% | -63.4% | -27.6% |
| 1Y | +1.3% | +90.0% | -88.7% | -11.1% |
| All | +9.6% | +47.5% | -37.9% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling