+126.5%
EXPE vs JBHT
+194.3%
-67.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.6% | -10.2% | -12.2% |
| 7D | -3.6% | -1.4% | -2.2% | -2.8% |
| 30D | +4.8% | -3.1% | +7.8% | +6.4% |
| 3M | -14.6% | -19.5% | +4.9% | -7.0% |
| 6M | +10.0% | -9.6% | +19.6% | +12.7% |
| YTD | -3.3% | +13.3% | -16.6% | -11.8% |
| 1Y | +28.4% | +29.7% | -1.3% | +10.0% |
| 3Y | +145.1% | +28.3% | +116.8% | +101.4% |
| 5Y | +51.6% | +18.5% | +33.2% | +26.2% |
| All | +126.5% | +194.3% | -67.8% | +34.3% |
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