+235.8%
JBHT vs FIVN
+329.4%
-93.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -2.9% |
| 7D | -1.4% | -8.7% | +7.4% | -0.4% |
| 30D | -3.1% | +2.6% | -5.6% | -3.5% |
| 3M | -19.5% | +15.3% | -34.9% | -21.5% |
| 6M | -9.6% | +40.7% | -50.3% | -14.4% |
| YTD | +13.3% | +70.3% | -57.0% | +3.5% |
| 1Y | +29.7% | +50.0% | -20.3% | +20.2% |
| 3Y | +28.3% | -46.1% | +74.4% | +30.8% |
| 5Y | +18.5% | -76.9% | +95.4% | +27.5% |
| 10Y | +198.1% | +149.2% | +48.9% | +150.0% |
| All | +235.8% | +329.4% | -93.6% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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