+173.8%
JBHT vs FDS
+127.0%
+46.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +4.2% | -2.6% | +6.7% | +5.0% |
| 30D | -0.4% | +14.1% | -14.5% | -4.8% |
| 3M | -17.3% | +19.8% | -37.1% | -22.8% |
| 6M | -3.5% | +55.0% | -58.5% | -18.9% |
| YTD | +18.0% | +15.9% | +2.1% | +9.0% |
| 1Y | +35.5% | +24.2% | +11.3% | +21.1% |
| 3Y | +34.8% | -24.0% | +58.8% | +46.7% |
| 5Y | +19.7% | -23.3% | +43.1% | +27.8% |
| All | +173.8% | +127.0% | +46.8% | +80.8% |
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