+187.8%
JBHT vs FDS
+135.4%
+52.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.3% | +20.2% | -22.5% | -8.2% |
| 3M | -18.5% | +19.9% | -38.3% | -23.9% |
| 6M | -11.3% | +56.2% | -67.4% | -25.8% |
| YTD | +12.6% | +14.6% | -2.0% | +4.4% |
| 1Y | +29.8% | +31.6% | -1.8% | +12.9% |
| 3Y | +28.1% | -23.8% | +51.9% | +39.1% |
| 5Y | +17.7% | -22.6% | +40.3% | +24.9% |
| All | +187.8% | +135.4% | +52.4% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling