+315.8%
JBHT vs FWONK
+276.6%
+39.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | +4.9% | -6.2% | +11.1% | +6.5% |
| 30D | +0.6% | -0.6% | +1.1% | +0.6% |
| 3M | -3.2% | +11.1% | -14.3% | -6.0% |
| 6M | +17.0% | +11.7% | +5.2% | +13.2% |
| YTD | +41.7% | -3.1% | +44.7% | +41.7% |
| 1Y | +90.0% | -4.2% | +94.2% | +90.2% |
| 3Y | +47.0% | +38.3% | +8.6% | +32.5% |
| 5Y | +58.3% | +92.2% | -33.9% | +29.6% |
| 10Y | +273.9% | +355.4% | -81.5% | +144.7% |
| All | +315.8% | +276.6% | +39.2% | +160.7% |
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 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