+178.0%
JBHT vs FLR
+9.0%
+169.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +0.5% | +6.3% | -5.9% | -0.3% |
| 30D | -0.1% | +1.8% | -1.9% | -0.4% |
| 3M | -14.0% | -4.4% | -9.6% | -13.7% |
| 6M | -5.1% | +15.9% | -20.9% | -7.5% |
| YTD | +18.0% | +27.7% | -9.7% | +13.2% |
| 1Y | +36.5% | +11.6% | +24.9% | +33.0% |
| 3Y | +34.8% | +39.9% | -5.1% | +24.7% |
| 5Y | +21.4% | +127.5% | -106.1% | +5.1% |
| 10Y | +178.0% | +11.6% | +166.4% | +175.6% |
| All | +178.0% | +9.0% | +169.0% | +175.6% |
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