+90.0%
JBHT vs FGI
+81.8%
+8.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.5% | -4.7% | +2.7% |
| 7D | +4.9% | +0.5% | +4.3% | +4.9% |
| 30D | +0.6% | +65.4% | -64.8% | -0.7% |
| 3M | -3.2% | +23.5% | -26.7% | -4.2% |
| 6M | +17.0% | +60.5% | -43.6% | +15.0% |
| YTD | +41.7% | +30.0% | +11.7% | +39.5% |
| 1Y | +90.0% | +82.1% | +7.9% | +85.4% |
| All | +90.0% | +81.8% | +8.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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