+273.3%
JBHT vs EXPD
+315.7%
-42.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.2% |
| 7D | +4.9% | -1.1% | +6.0% | +5.7% |
| 30D | +0.6% | +4.1% | -3.5% | -2.0% |
| 3M | -3.2% | +17.9% | -21.1% | -13.2% |
| 6M | +17.0% | +29.2% | -12.3% | -1.9% |
| YTD | +41.7% | +27.4% | +14.3% | +18.6% |
| 1Y | +90.0% | +56.8% | +33.2% | +36.7% |
| 3Y | +47.0% | +68.0% | -21.1% | +0.4% |
| 5Y | +58.3% | +61.9% | -3.6% | +8.5% |
| All | +273.3% | +315.7% | -42.4% | +42.6% |
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