+273.3%
JBHT vs FHN
+125.4%
+147.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | +0.6% | -4.7% | +5.3% | +2.0% |
| 3M | -3.2% | +3.5% | -6.8% | -4.2% |
| 6M | +17.0% | +7.8% | +9.1% | +14.5% |
| YTD | +41.7% | +5.9% | +35.8% | +39.4% |
| 1Y | +90.0% | +12.5% | +77.5% | +82.9% |
| 3Y | +47.0% | +117.2% | -70.2% | +17.2% |
| 5Y | +58.3% | +86.5% | -28.2% | +23.6% |
| All | +273.3% | +125.4% | +147.8% | +162.4% |
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