+28.9%
JBHT vs FDS
-20.2%
+49.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -1.4% | +6.4% | -7.8% | -2.1% |
| 30D | -3.1% | +25.2% | -28.2% | -5.8% |
| 3M | -19.5% | +22.9% | -42.5% | -21.8% |
| 6M | -9.6% | +56.5% | -66.1% | -15.7% |
| YTD | +13.3% | +19.0% | -5.6% | +12.3% |
| 1Y | +29.7% | +32.7% | -3.0% | +23.9% |
| All | +28.9% | -20.2% | +49.1% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling