+273.3%
JBHT vs FDS
+84.7%
+188.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +4.0% |
| 7D | +4.9% | -1.9% | +6.8% | +5.5% |
| 30D | +0.6% | +9.0% | -8.4% | -2.6% |
| 3M | -3.2% | +18.9% | -22.1% | -9.8% |
| 6M | +17.0% | +35.1% | -18.2% | +2.7% |
| YTD | +41.7% | +5.5% | +36.2% | +35.7% |
| 1Y | +90.0% | -16.8% | +106.8% | +99.5% |
| 3Y | +47.0% | -28.1% | +75.0% | +62.9% |
| 5Y | +58.3% | -17.4% | +75.7% | +62.5% |
| All | +273.3% | +84.7% | +188.6% | +157.2% |
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