+35.2%
JBHT vs FRSH
-72.0%
+107.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | 0.0% |
| 7D | -1.6% | -17.7% | +16.1% | +1.0% |
| 30D | -2.3% | -11.0% | +8.7% | -0.9% |
| 3M | -18.5% | +4.5% | -22.9% | -19.4% |
| 6M | -11.3% | +36.2% | -47.5% | -15.9% |
| YTD | +12.6% | -1.1% | +13.7% | +10.8% |
| 1Y | +29.8% | +11.6% | +18.1% | +25.3% |
| 3Y | +28.1% | -33.9% | +62.0% | +30.4% |
| 5Y | +17.7% | -68.4% | +86.1% | +16.7% |
| All | +35.2% | -72.0% | +107.2% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling