+39.5%
EXPE vs JBHT
+17.1%
+22.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | -9.3% | -1.6% | -7.7% | -8.5% |
| 30D | +0.1% | -2.3% | +2.4% | +1.3% |
| 3M | -15.3% | -18.5% | +3.1% | -9.2% |
| 6M | +5.5% | -11.3% | +16.7% | +8.5% |
| YTD | -8.0% | +12.6% | -20.5% | -15.6% |
| 1Y | +18.9% | +29.8% | -10.9% | +2.5% |
| 3Y | +135.5% | +28.1% | +107.4% | +94.2% |
| All | +39.5% | +17.1% | +22.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling