+187.8%
JBHT vs EXEL
+461.0%
-273.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -2.3% | +19.0% | -21.3% | -4.4% |
| 3M | -18.5% | +33.3% | -51.7% | -21.4% |
| 6M | -11.3% | +42.9% | -54.1% | -15.4% |
| YTD | +12.6% | +58.7% | -46.2% | +5.6% |
| 1Y | +29.8% | +70.5% | -40.8% | +20.6% |
| 3Y | +28.1% | +233.8% | -205.7% | +7.4% |
| 5Y | +17.7% | +259.3% | -241.7% | -3.3% |
| All | +187.8% | +461.0% | -273.3% | +119.4% |
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