+20.3%
JBHT vs FHN
+63.2%
-42.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -2.0% | +1.9% | -3.9% | -2.4% |
| 3M | -16.3% | -6.9% | -9.3% | -14.6% |
| 6M | -8.2% | -3.1% | -5.2% | -7.4% |
| YTD | +16.3% | +0.6% | +15.7% | +16.3% |
| 1Y | +32.2% | +12.4% | +19.9% | +28.8% |
| 3Y | +34.4% | +133.7% | -99.3% | +14.5% |
| 5Y | +20.3% | +61.4% | -41.0% | +4.4% |
| All | +20.3% | +63.2% | -42.9% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling