+205.4%
XOM vs JBHT
+182.5%
+22.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.1% |
| 7D | +2.8% | +7.0% | -4.2% | +1.0% |
| 30D | -3.6% | +0.5% | -4.1% | -4.0% |
| 3M | +8.2% | -17.4% | +25.6% | +13.3% |
| 6M | +14.0% | -1.7% | +15.8% | +12.9% |
| YTD | +44.6% | +20.7% | +23.9% | +33.3% |
| 1Y | +47.8% | +41.1% | +6.7% | +29.5% |
| 3Y | +79.6% | +38.0% | +41.6% | +52.5% |
| 5Y | +214.3% | +22.5% | +191.8% | +169.0% |
| All | +205.4% | +182.5% | +22.9% | +77.9% |
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