+469.1%
AXP vs JBHT
+272.5%
+196.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.4% |
| 7D | -2.1% | +4.9% | -7.0% | -4.2% |
| 30D | -6.5% | +0.6% | -7.1% | -7.1% |
| 3M | +4.6% | -3.2% | +7.9% | +5.2% |
| 6M | +5.4% | +17.0% | -11.5% | -3.7% |
| YTD | -11.1% | +41.7% | -52.8% | -26.0% |
| 1Y | -0.3% | +90.0% | -90.3% | -29.5% |
| 3Y | +111.6% | +47.0% | +64.6% | +65.1% |
| 5Y | +117.6% | +58.3% | +59.3% | +57.2% |
| All | +469.1% | +272.5% | +196.6% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling