+18.5%
JBHT vs EXPD
+52.5%
-34.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -0.6% |
| 7D | -1.4% | -4.8% | +3.4% | +1.8% |
| 30D | -3.1% | -1.5% | -1.5% | -2.1% |
| 3M | -19.5% | +4.1% | -23.7% | -21.6% |
| 6M | -9.6% | +24.0% | -33.6% | -21.5% |
| YTD | +13.3% | +27.4% | -14.1% | -4.9% |
| 1Y | +29.7% | +38.4% | -8.7% | +2.5% |
| 3Y | +28.3% | +73.2% | -44.9% | -14.9% |
| 5Y | +18.5% | +59.9% | -41.4% | -19.9% |
| All | +18.5% | +52.5% | -34.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling