+184.7%
JBHT vs FLR
+17.5%
+167.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +2.1% |
| 7D | +0.2% | +8.5% | -8.3% | -0.8% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | -16.5% | -11.7% | -4.8% | -15.3% |
| 6M | -8.4% | +16.2% | -24.6% | -10.8% |
| YTD | +16.1% | +27.0% | -10.9% | +11.3% |
| 1Y | +31.9% | +10.1% | +21.9% | +28.8% |
| 3Y | +34.1% | +46.2% | -12.1% | +23.4% |
| 5Y | +20.1% | +121.4% | -101.3% | +4.2% |
| 10Y | +184.7% | +11.0% | +173.7% | +182.6% |
| All | +184.7% | +17.5% | +167.2% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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