+274.2%
JBHT vs EXEL
+397.6%
-123.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +4.9% | +8.4% | -3.5% | +3.8% |
| 30D | +0.6% | +4.1% | -3.5% | 0.0% |
| 3M | -3.2% | +12.4% | -15.6% | -4.7% |
| 6M | +17.0% | +41.5% | -24.6% | +11.7% |
| YTD | +41.7% | +34.6% | +7.0% | +36.0% |
| 1Y | +90.0% | +57.9% | +32.1% | +78.1% |
| 3Y | +47.0% | +159.5% | -112.5% | +27.9% |
| 5Y | +58.3% | +198.5% | -140.2% | +33.9% |
| All | +274.2% | +397.6% | -123.3% | +196.6% |
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