+29.8%
JBHT vs FDS
+29.3%
+0.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -2.3% | +20.2% | -22.5% | -2.7% |
| 3M | -18.5% | +19.9% | -38.3% | -18.8% |
| 6M | -11.3% | +56.2% | -67.4% | -11.9% |
| YTD | +12.6% | +14.6% | -2.0% | +13.7% |
| 1Y | +29.8% | +31.6% | -1.8% | +26.5% |
| All | +29.8% | +29.3% | +0.5% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling