+199.0%
XOM vs JBHT
+192.4%
+6.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -11.4% | -1.6% | -9.8% | -11.1% |
| 30D | +1.1% | -2.3% | +3.4% | +1.5% |
| 3M | +7.8% | -18.5% | +26.3% | +13.1% |
| 6M | +13.0% | -11.3% | +24.3% | +15.0% |
| YTD | +40.6% | +12.6% | +28.0% | +32.1% |
| 1Y | +49.1% | +29.8% | +19.3% | +33.7% |
| 3Y | +72.9% | +28.1% | +44.8% | +50.0% |
| 5Y | +204.0% | +17.7% | +186.3% | +161.6% |
| All | +199.0% | +192.4% | +6.6% | +70.9% |
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