+191.6%
XOM vs JBHT
+191.4%
+0.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.5% |
| 7D | -8.3% | +0.2% | -8.5% | -8.4% |
| 30D | -2.5% | -2.2% | -0.3% | -2.1% |
| 3M | +8.3% | -16.5% | +24.8% | +12.9% |
| 6M | +15.5% | -8.4% | +23.9% | +16.5% |
| YTD | +39.6% | +16.1% | +23.6% | +30.1% |
| 1Y | +44.6% | +31.9% | +12.7% | +29.2% |
| 3Y | +76.6% | +34.1% | +42.5% | +51.0% |
| 5Y | +195.8% | +20.1% | +175.7% | +153.6% |
| 10Y | +191.6% | +184.7% | +7.0% | +68.0% |
| All | +191.6% | +191.4% | +0.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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