+70.1%
JBHT vs FRSH
-70.6%
+140.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +3.5% |
| 7D | +4.9% | -8.2% | +13.0% | +6.1% |
| 30D | +0.6% | +10.5% | -9.9% | -1.0% |
| 3M | -3.2% | +32.7% | -35.9% | -7.4% |
| 6M | +17.0% | +50.3% | -33.3% | +9.3% |
| YTD | +41.7% | +3.9% | +37.7% | +38.9% |
| 1Y | +90.0% | -2.2% | +92.1% | +87.7% |
| 3Y | +47.0% | -42.9% | +89.9% | +52.8% |
| All | +70.1% | -70.6% | +140.7% | +68.0% |
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