+187.8%
JBHT vs FHN
+109.0%
+78.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -2.3% | +0.2% | -2.5% | -2.3% |
| 3M | -18.5% | -9.0% | -9.5% | -16.1% |
| 6M | -11.3% | -6.8% | -4.4% | -9.4% |
| YTD | +12.6% | -1.5% | +14.1% | +13.2% |
| 1Y | +29.8% | +10.9% | +18.8% | +26.2% |
| 3Y | +28.1% | +119.4% | -91.3% | +2.4% |
| 5Y | +17.7% | +57.5% | -39.9% | -3.0% |
| All | +187.8% | +109.0% | +78.8% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling