+9,278.3%
JBHT vs FHN
+1,744.5%
+7,533.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +1.7% | +2.3% | -0.6% | +1.0% |
| 30D | -1.2% | +1.6% | -2.8% | -1.6% |
| 3M | -17.1% | -8.4% | -8.8% | -14.9% |
| 6M | -4.4% | -2.3% | -2.1% | -3.7% |
| YTD | +17.5% | +1.5% | +16.0% | +17.1% |
| 1Y | +32.6% | +15.0% | +17.6% | +27.4% |
| 3Y | +33.0% | +120.9% | -87.9% | +4.3% |
| 5Y | +20.3% | +64.0% | -43.7% | -3.3% |
| 10Y | +209.1% | +120.6% | +88.5% | +109.1% |
| All | +9,278.3% | +1,744.5% | +7,533.8% | +3,506.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling