+62.4%
JBHT vs FWONK
+92.3%
-29.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +7.1% | -2.1% | +9.2% | +7.6% |
| 30D | +2.3% | -7.7% | +10.0% | +4.1% |
| 3M | -4.5% | +9.3% | -13.8% | -6.9% |
| 6M | +29.2% | +13.3% | +15.9% | +24.5% |
| YTD | +42.2% | -3.6% | +45.8% | +42.5% |
| 1Y | +93.7% | -6.8% | +100.5% | +95.5% |
| 3Y | +53.2% | +43.9% | +9.3% | +35.3% |
| 5Y | +62.4% | +94.4% | -32.0% | +32.7% |
| All | +62.4% | +92.3% | -29.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling