+9.0%
EXE vs JBHT
+28.2%
-19.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.1% |
| 7D | -5.6% | -1.4% | -4.3% | -5.6% |
| 30D | -3.3% | -3.1% | -0.2% | -3.2% |
| 3M | -5.5% | -19.5% | +14.1% | -4.6% |
| 6M | -13.4% | -9.6% | -3.8% | -13.1% |
| YTD | -21.3% | +13.3% | -34.6% | -21.8% |
| 1Y | -20.7% | +29.7% | -50.4% | -21.8% |
| All | +9.0% | +28.2% | -19.3% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling