+20.5%
JBHT vs FBTC
+54.8%
-34.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -2.2% | -9.1% | +7.0% | -1.2% |
| 3M | -16.5% | +15.0% | -31.5% | -17.8% |
| 6M | -8.4% | -6.9% | -1.6% | -7.9% |
| YTD | +16.1% | -14.7% | +30.8% | +17.2% |
| 1Y | +31.9% | -28.1% | +60.0% | +35.7% |
| All | +20.5% | +54.8% | -34.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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