+1,800.3%
JBHT vs EXR
+2,662.2%
-861.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | +4.9% | -2.6% | +7.4% | +6.0% |
| 30D | +0.6% | -7.2% | +7.8% | +3.7% |
| 3M | -3.2% | -3.5% | +0.3% | -1.8% |
| 6M | +17.0% | -5.3% | +22.2% | +19.4% |
| YTD | +41.7% | +9.4% | +32.3% | +36.0% |
| 1Y | +90.0% | +1.3% | +88.7% | +88.2% |
| 3Y | +47.0% | +22.4% | +24.6% | +31.4% |
| 5Y | +58.3% | -12.2% | +70.5% | +58.3% |
| 10Y | +273.9% | +148.6% | +125.3% | +127.2% |
| All | +1,800.3% | +2,662.2% | -861.9% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling