+16.9%
JBHT vs FBTC
+56.9%
-40.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -2.3% | -9.1% | +6.8% | -1.4% |
| 3M | -18.5% | +17.6% | -36.0% | -19.9% |
| 6M | -11.3% | -7.1% | -4.2% | -10.8% |
| YTD | +12.6% | -13.6% | +26.1% | +13.5% |
| 1Y | +29.8% | -25.1% | +54.8% | +32.8% |
| All | +16.9% | +56.9% | -40.0% | +17.0% |
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