+174.2%
EXPE vs JBHT
+47.5%
+126.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.5% |
| 7D | -9.5% | +4.9% | -14.4% | -10.8% |
| 30D | -6.6% | +0.6% | -7.2% | -7.1% |
| 3M | +31.4% | -3.2% | +34.6% | +31.9% |
| 6M | +35.2% | +17.0% | +18.2% | +26.6% |
| YTD | +5.8% | +41.7% | -35.9% | -7.9% |
| 1Y | +38.7% | +90.0% | -51.3% | +7.6% |
| All | +174.2% | +47.5% | +126.6% | +114.2% |
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 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