+187.8%
JBHT vs EXPD
+304.0%
-116.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.8% |
| 7D | -1.6% | -7.2% | +5.6% | +3.3% |
| 30D | -2.3% | -3.3% | +1.0% | -0.2% |
| 3M | -18.5% | +3.4% | -21.8% | -20.2% |
| 6M | -11.3% | +22.7% | -34.0% | -22.6% |
| YTD | +12.6% | +24.5% | -12.0% | -4.3% |
| 1Y | +29.8% | +38.6% | -8.9% | +2.3% |
| 3Y | +28.1% | +71.5% | -43.4% | -13.8% |
| 5Y | +17.7% | +56.2% | -38.6% | -17.0% |
| All | +187.8% | +304.0% | -116.3% | +13.8% |
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