+209.1%
JBHT vs EXPD
+338.4%
-129.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +3.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.4% |
| 30D | -1.2% | +1.8% | -3.0% | -2.4% |
| 3M | -17.1% | +8.9% | -26.1% | -21.6% |
| 6M | -4.4% | +42.2% | -46.6% | -24.7% |
| YTD | +17.5% | +33.4% | -15.9% | -4.6% |
| 1Y | +32.6% | +47.2% | -14.6% | +0.5% |
| 3Y | +33.0% | +81.3% | -48.2% | -13.8% |
| 5Y | +20.3% | +60.2% | -39.9% | -16.6% |
| 10Y | +209.1% | +339.5% | -130.4% | +15.1% |
| All | +209.1% | +338.4% | -129.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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