+273.3%
JBHT vs EXR
+148.5%
+124.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | +4.9% | -2.6% | +7.4% | +5.8% |
| 30D | +0.6% | -7.2% | +7.8% | +3.3% |
| 3M | -3.2% | -3.5% | +0.3% | -2.0% |
| 6M | +17.0% | -5.3% | +22.2% | +19.0% |
| YTD | +41.7% | +9.4% | +32.3% | +36.9% |
| 1Y | +90.0% | +1.3% | +88.7% | +88.6% |
| 3Y | +47.0% | +22.4% | +24.6% | +34.5% |
| 5Y | +58.3% | -12.2% | +70.5% | +58.9% |
| All | +273.3% | +148.5% | +124.8% | +178.5% |
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