+47.6%
EXC vs JBHT
+58.3%
-10.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.3% |
| 7D | +0.3% | +4.9% | -4.6% | -0.1% |
| 30D | -3.7% | +0.6% | -4.3% | -3.8% |
| 3M | -1.3% | -3.2% | +1.9% | -1.1% |
| 6M | -9.7% | +17.0% | -26.7% | -10.9% |
| YTD | +2.9% | +41.7% | -38.8% | -0.4% |
| 1Y | +4.4% | +90.0% | -85.6% | -2.3% |
| 3Y | +22.2% | +47.0% | -24.8% | +17.7% |
| All | +47.6% | +58.3% | -10.6% | +36.7% |
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