+177.5%
EXC vs JBHT
+194.3%
-16.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.4% |
| 7D | +1.4% | -1.4% | +2.7% | +1.6% |
| 30D | +11.6% | -3.1% | +14.7% | +12.3% |
| 3M | +2.7% | -19.5% | +22.2% | +6.8% |
| 6M | +2.7% | -9.6% | +12.2% | +3.8% |
| YTD | +9.7% | +13.3% | -3.6% | +4.6% |
| 1Y | +4.5% | +29.7% | -25.2% | -3.6% |
| 3Y | +28.5% | +28.3% | +0.2% | +14.9% |
| 5Y | +43.9% | +18.5% | +25.5% | +28.4% |
| All | +177.5% | +194.3% | -16.7% | +117.5% |
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