+41.8%
JBHT vs FRSH
-72.1%
+113.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +0.5% | -8.9% | +9.4% | +1.7% |
| 30D | -0.1% | -13.2% | +13.1% | +1.7% |
| 3M | -14.0% | +0.9% | -15.0% | -14.6% |
| 6M | -5.1% | +40.3% | -45.4% | -10.4% |
| YTD | +18.0% | -1.4% | +19.4% | +16.2% |
| 1Y | +36.5% | +3.8% | +32.7% | +33.3% |
| 3Y | +34.8% | -30.8% | +65.5% | +36.4% |
| 5Y | +21.4% | -68.5% | +90.0% | +20.4% |
| All | +41.8% | -72.1% | +113.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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