+68.3%
FSLR vs JBHT
+15.0%
+53.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.7% |
| 7D | +10.7% | -1.4% | +12.1% | +11.1% |
| 30D | +8.9% | -3.1% | +11.9% | +9.8% |
| 3M | -17.3% | -19.5% | +2.2% | -12.2% |
| 6M | -10.8% | -9.6% | -1.2% | -9.0% |
| YTD | -25.1% | +13.3% | -38.4% | -28.8% |
| 1Y | -29.4% | +29.7% | -59.1% | -35.6% |
| 3Y | +28.8% | +28.3% | +0.5% | +13.9% |
| 5Y | +68.3% | +18.5% | +49.8% | +44.5% |
| All | +68.3% | +15.0% | +53.3% | +44.5% |
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