+180.0%
JBHT vs EXEL
+320.7%
-140.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | +7.0% | -0.8% | +7.9% | +7.1% |
| 30D | +0.5% | +13.1% | -12.6% | -1.0% |
| 3M | -17.4% | +36.3% | -53.7% | -20.6% |
| 6M | -1.7% | +34.5% | -36.2% | -5.6% |
| YTD | +20.7% | +57.4% | -36.7% | +13.4% |
| 1Y | +41.1% | +62.9% | -21.8% | +31.9% |
| 3Y | +38.0% | +229.5% | -191.5% | +15.9% |
| 5Y | +22.5% | +281.2% | -258.8% | 0.0% |
| All | +180.0% | +320.7% | -140.7% | +121.5% |
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