+178.5%
EXE vs JBHT
+94.3%
+84.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.6% |
| 7D | -0.3% | +4.9% | -5.1% | -1.0% |
| 30D | +8.5% | +0.6% | +7.9% | +8.2% |
| 3M | +5.5% | -3.2% | +8.7% | +5.7% |
| 6M | -5.9% | +17.0% | -22.8% | -9.1% |
| YTD | -9.7% | +41.7% | -51.4% | -15.9% |
| 1Y | +3.6% | +90.0% | -86.4% | -9.7% |
| 3Y | +18.0% | +47.0% | -28.9% | +8.1% |
| 5Y | +109.4% | +58.3% | +51.1% | +81.6% |
| All | +178.5% | +94.3% | +84.2% | +138.4% |
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