+180.0%
JBHT vs EXR
+216.3%
-36.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +7.0% | -0.4% | +7.5% | +7.2% |
| 30D | +0.5% | +18.2% | -17.7% | -5.6% |
| 3M | -17.4% | +7.3% | -24.7% | -19.5% |
| 6M | -1.7% | +13.8% | -15.5% | -6.5% |
| YTD | +20.7% | +25.9% | -5.2% | +10.7% |
| 1Y | +41.1% | +25.8% | +15.3% | +29.3% |
| 3Y | +38.0% | +53.7% | -15.7% | +16.2% |
| 5Y | +22.5% | -1.8% | +24.2% | +17.9% |
| All | +180.0% | +216.3% | -36.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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