+142.7%
EXE vs JBHT
+55.4%
+87.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.7% |
| 7D | -5.6% | -1.4% | -4.3% | -5.4% |
| 30D | -3.3% | -3.1% | -0.2% | -2.8% |
| 3M | -5.5% | -19.5% | +14.1% | -2.3% |
| 6M | -13.4% | -9.6% | -3.8% | -12.6% |
| YTD | -21.3% | +13.3% | -34.6% | -24.1% |
| 1Y | -20.7% | +29.7% | -50.4% | -25.7% |
| 3Y | +3.9% | +28.3% | -24.4% | -4.1% |
| 5Y | +63.7% | +18.5% | +45.2% | +48.7% |
| All | +142.7% | +55.4% | +87.3% | +115.2% |
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