+176.3%
JBHT vs FLR
+8.6%
+167.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.9% | +5.1% | -4.2% | +0.3% |
| 30D | -1.1% | -0.5% | -0.6% | -1.2% |
| 3M | -14.8% | -3.5% | -11.3% | -14.6% |
| 6M | -7.4% | +16.5% | -23.9% | -9.8% |
| YTD | +17.3% | +27.3% | -10.0% | +12.5% |
| 1Y | +35.3% | +10.6% | +24.7% | +32.0% |
| 3Y | +33.9% | +39.4% | -5.4% | +24.0% |
| 5Y | +22.5% | +126.4% | -103.9% | +6.1% |
| All | +176.3% | +8.6% | +167.7% | +174.1% |
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