+181.3%
JBHT vs FDS
+127.5%
+53.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.9% | -2.0% | +2.9% | +1.5% |
| 30D | -1.1% | +13.5% | -14.6% | -5.3% |
| 3M | -14.8% | +15.2% | -30.0% | -19.4% |
| 6M | -7.4% | +47.0% | -54.5% | -20.8% |
| YTD | +17.3% | +13.9% | +3.4% | +9.0% |
| 1Y | +35.3% | +25.2% | +10.2% | +20.3% |
| 3Y | +33.9% | -25.3% | +59.3% | +46.6% |
| 5Y | +22.5% | -23.3% | +45.8% | +30.5% |
| 10Y | +181.3% | +126.0% | +55.3% | +87.2% |
| All | +181.3% | +127.5% | +53.9% | +87.2% |
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