+105.0%
AXP vs JBHT
+21.5%
+83.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +4.6% | +1.7% | +2.9% | +4.0% |
| 30D | +9.7% | -1.2% | +10.9% | +10.0% |
| 3M | -3.8% | -17.1% | +13.4% | +1.9% |
| 6M | +4.8% | -4.4% | +9.2% | +4.6% |
| YTD | -9.1% | +17.5% | -26.6% | -16.7% |
| 1Y | -6.7% | +32.6% | -39.3% | -18.5% |
| 3Y | +125.2% | +33.0% | +92.2% | +89.3% |
| 5Y | +105.0% | +20.3% | +84.6% | +68.0% |
| All | +105.0% | +21.5% | +83.5% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling