+177.9%
XOM vs JBHT
+276.8%
-98.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.4% | +7.1% | -9.5% | -4.3% |
| 30D | +5.7% | +2.3% | +3.3% | +4.7% |
| 3M | +6.6% | -4.5% | +11.0% | +7.3% |
| 6M | +7.7% | +29.2% | -21.6% | -1.4% |
| YTD | +36.2% | +42.2% | -6.0% | +20.6% |
| 1Y | +50.5% | +93.7% | -43.2% | +19.3% |
| 3Y | +53.4% | +53.2% | +0.2% | +27.3% |
| 5Y | +254.2% | +62.4% | +191.8% | +174.6% |
| 10Y | +177.9% | +274.7% | -96.8% | +43.9% |
| All | +177.9% | +276.8% | -98.9% | +43.9% |
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