+50.6%
JBHT vs EXEL
+160.6%
-110.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +4.9% | +8.4% | -3.5% | +4.0% |
| 30D | +0.6% | +4.1% | -3.5% | +0.1% |
| 3M | -3.2% | +12.4% | -15.6% | -4.6% |
| 6M | +17.0% | +41.5% | -24.6% | +12.1% |
| YTD | +41.7% | +34.6% | +7.0% | +36.3% |
| 1Y | +90.0% | +57.9% | +32.1% | +78.5% |
| All | +50.6% | +160.6% | -110.0% | +30.9% |
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