+39.7%
JBHT vs FRSH
-72.2%
+111.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +0.4% | -15.5% | +15.9% | +2.7% |
| 30D | -2.0% | -13.7% | +11.8% | -0.1% |
| 3M | -16.3% | +1.4% | -17.7% | -16.9% |
| 6M | -8.2% | +36.0% | -44.3% | -13.0% |
| YTD | +16.3% | -2.0% | +18.3% | +14.6% |
| 1Y | +32.2% | +7.3% | +24.9% | +28.4% |
| 3Y | +34.4% | -29.6% | +63.9% | +35.7% |
| 5Y | +20.3% | -69.2% | +89.6% | +19.5% |
| All | +39.7% | -72.2% | +111.9% | +38.6% |
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