+3.4%
EXC vs JBHT
+34.8%
-31.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.7% |
| 7D | +3.3% | +1.7% | +1.6% | +3.4% |
| 30D | +13.3% | -1.2% | +14.4% | +13.2% |
| 3M | +1.8% | -17.1% | +19.0% | +0.7% |
| 6M | +1.1% | -4.4% | +5.5% | +2.5% |
| YTD | +9.0% | +17.5% | -8.5% | +14.3% |
| 1Y | +3.4% | +32.6% | -29.2% | +9.9% |
| All | +3.4% | +34.8% | -31.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling