+39.7%
EXC vs JBHT
+22.9%
+16.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.4% | +0.5% | -1.8% | -1.4% |
| 30D | +8.3% | -0.1% | +8.4% | +8.3% |
| 3M | +2.6% | -14.0% | +16.7% | +3.5% |
| 6M | +5.2% | -5.1% | +10.3% | +5.2% |
| YTD | +7.5% | +18.0% | -10.5% | +5.3% |
| 1Y | +3.2% | +36.5% | -33.4% | -0.6% |
| 3Y | +29.5% | +34.8% | -5.2% | +23.6% |
| 5Y | +39.7% | +21.4% | +18.2% | +30.9% |
| All | +39.7% | +22.9% | +16.8% | +30.9% |
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 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