+50.6%
JBHT vs FHN
+118.6%
-68.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.4% |
| 30D | +0.6% | -4.7% | +5.3% | +2.6% |
| 3M | -3.2% | +3.5% | -6.8% | -4.6% |
| 6M | +17.0% | +7.8% | +9.1% | +13.5% |
| YTD | +41.7% | +5.9% | +35.8% | +38.3% |
| 1Y | +90.0% | +12.5% | +77.5% | +80.7% |
| All | +50.6% | +118.6% | -68.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling