+118.5%
EXPE vs JBHT
+191.4%
-73.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.4% |
| 7D | -13.3% | +0.2% | -13.6% | -13.2% |
| 30D | -5.5% | -2.2% | -3.3% | -4.5% |
| 3M | -16.5% | -16.5% | 0.0% | -10.5% |
| 6M | +13.1% | -8.4% | +21.5% | +15.4% |
| YTD | -8.0% | +16.1% | -24.1% | -17.1% |
| 1Y | +1.1% | +31.9% | -30.8% | -14.1% |
| 3Y | +131.2% | +34.1% | +97.0% | +85.9% |
| 5Y | +39.8% | +20.1% | +19.7% | +15.7% |
| 10Y | +118.5% | +184.7% | -66.2% | +26.0% |
| All | +118.5% | +191.4% | -73.0% | +26.0% |
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