+122.3%
EXPE vs JBHT
+35.7%
+86.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -17.8% | +0.5% | -18.2% | -17.8% |
| 30D | -3.2% | -0.1% | -3.2% | -3.1% |
| 3M | -19.0% | -14.0% | -4.9% | -16.0% |
| 6M | +17.7% | -5.1% | +22.8% | +17.7% |
| YTD | -7.8% | +18.0% | -25.8% | -15.4% |
| 1Y | -1.4% | +36.5% | -37.9% | -14.0% |
| All | +122.3% | +35.7% | +86.6% | +76.2% |
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