+181.3%
JBHT vs EXEL
+363.4%
-182.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -1.1% | +17.9% | -19.0% | -3.1% |
| 3M | -14.8% | +33.3% | -48.1% | -17.9% |
| 6M | -7.4% | +46.6% | -54.0% | -12.1% |
| YTD | +17.3% | +61.0% | -43.7% | +9.9% |
| 1Y | +35.3% | +70.4% | -35.1% | +25.7% |
| 3Y | +33.9% | +236.1% | -202.1% | +12.2% |
| 5Y | +22.5% | +284.8% | -262.3% | -0.2% |
| 10Y | +181.3% | +348.4% | -167.1% | +121.1% |
| All | +181.3% | +363.4% | -182.1% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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