+2,485.9%
EXC vs JBHT
+9,634.5%
-7,148.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +3.3% | +1.7% | +1.6% | +3.1% |
| 30D | +13.3% | -1.2% | +14.4% | +13.4% |
| 3M | +1.8% | -17.1% | +19.0% | +3.9% |
| 6M | +1.1% | -4.4% | +5.5% | +1.2% |
| YTD | +9.0% | +17.5% | -8.5% | +6.0% |
| 1Y | +3.4% | +32.6% | -29.2% | -1.1% |
| 3Y | +27.7% | +33.0% | -5.4% | +20.2% |
| 5Y | +43.1% | +20.3% | +22.8% | +35.4% |
| 10Y | +182.0% | +209.1% | -27.1% | +136.0% |
| All | +2,485.9% | +9,634.5% | -7,148.5% | +1,458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling