+7,169.0%
JBHT vs EXEL
+334.5%
+6,834.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -2.8% |
| 7D | -1.4% | +3.8% | -5.2% | -1.9% |
| 30D | -3.1% | +17.8% | -20.9% | -5.2% |
| 3M | -19.5% | +21.2% | -40.7% | -21.8% |
| 6M | -9.6% | +54.7% | -64.3% | -15.2% |
| YTD | +13.3% | +56.8% | -43.5% | +5.9% |
| 1Y | +29.7% | +70.2% | -40.5% | +19.7% |
| 3Y | +28.3% | +227.2% | -198.9% | +6.4% |
| 5Y | +18.5% | +254.9% | -236.4% | -4.0% |
| 10Y | +198.1% | +476.9% | -278.8% | +109.2% |
| All | +7,169.0% | +334.5% | +6,834.5% | +3,024.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling