+16.8%
JBHT vs FGI
-70.3%
+87.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -1.4% | -11.6% | +10.2% | -1.2% |
| 30D | -3.1% | -3.3% | +0.2% | -3.1% |
| 3M | -19.5% | +65.6% | -85.1% | -20.9% |
| 6M | -9.6% | -2.8% | -6.8% | -10.5% |
| YTD | +13.3% | +30.1% | -16.8% | +10.8% |
| 1Y | +29.7% | +50.2% | -20.5% | +26.2% |
| 3Y | +28.3% | -0.4% | +28.7% | +24.8% |
| All | +16.8% | -70.3% | +87.2% | +16.4% |
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 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