+241.4%
JBHT vs FWONK
+325.9%
-84.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.7% |
| 7D | +0.4% | +14.4% | -13.9% | -2.8% |
| 30D | -2.0% | +14.9% | -16.8% | -5.3% |
| 3M | -16.3% | +5.0% | -21.3% | -17.6% |
| 6M | -8.2% | +14.4% | -22.6% | -11.7% |
| YTD | +16.3% | +9.6% | +6.7% | +12.7% |
| 1Y | +32.2% | +5.9% | +26.3% | +29.1% |
| 3Y | +34.4% | +64.1% | -29.8% | +16.1% |
| 5Y | +20.3% | +93.1% | -72.8% | -1.7% |
| 10Y | +185.2% | +296.0% | -110.8% | +87.8% |
| All | +241.4% | +325.9% | -84.5% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling