+28.1%
JBHT vs EXEL
+231.1%
-203.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 3M | -18.5% | +33.3% | -51.7% | -21.0% |
| 6M | -11.3% | +42.9% | -54.1% | -14.8% |
| YTD | +12.6% | +58.7% | -46.2% | +6.5% |
| 1Y | +29.8% | +70.5% | -40.8% | +21.7% |
| 3Y | +28.1% | +233.8% | -205.7% | +8.5% |
| All | +28.1% | +231.1% | -203.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling