+46.1%
JBHT vs FGI
-70.4%
+116.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -3.2% | +23.5% | -26.7% | -4.5% |
| 6M | +17.0% | +60.5% | -43.6% | +14.1% |
| YTD | +41.7% | +30.0% | +11.7% | +38.6% |
| 1Y | +90.0% | +82.1% | +7.9% | +82.8% |
| 3Y | +47.0% | -4.4% | +51.4% | +43.3% |
| All | +46.1% | -70.4% | +116.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling