+140.6%
EXE vs JBHT
+54.4%
+86.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -6.6% | -1.6% | -5.0% | -6.3% |
| 30D | -4.0% | -2.3% | -1.7% | -3.7% |
| 3M | -7.5% | -18.5% | +11.0% | -4.6% |
| 6M | -11.7% | -11.3% | -0.4% | -10.5% |
| YTD | -22.0% | +12.6% | -34.6% | -24.7% |
| 1Y | -21.8% | +29.8% | -51.6% | -26.7% |
| 3Y | +8.0% | +28.1% | -20.1% | -0.3% |
| 5Y | +62.3% | +17.7% | +44.6% | +47.6% |
| All | +140.6% | +54.4% | +86.2% | +113.5% |
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