+21.2%
JBHT vs FGI
-70.3%
+91.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.2% |
| 7D | +1.7% | +3.3% | -1.6% | +1.6% |
| 30D | -1.2% | -2.0% | +0.9% | -1.2% |
| 3M | -17.1% | +60.3% | -77.4% | -18.5% |
| 6M | -4.4% | +0.7% | -5.1% | -5.5% |
| YTD | +17.5% | +30.2% | -12.7% | +14.9% |
| 1Y | +32.6% | +44.4% | -11.8% | +29.1% |
| 3Y | +33.0% | -0.4% | +33.4% | +29.4% |
| All | +21.2% | -70.3% | +91.5% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling