+55.0%
XOM vs JBHT
+47.5%
+7.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.9% |
| 7D | +1.8% | +4.9% | -3.1% | +1.3% |
| 30D | +5.9% | +0.6% | +5.3% | +5.7% |
| 3M | +5.6% | -3.2% | +8.8% | +5.7% |
| 6M | +7.9% | +17.0% | -9.1% | +5.9% |
| YTD | +35.2% | +41.7% | -6.5% | +29.5% |
| 1Y | +46.0% | +90.0% | -44.0% | +34.2% |
| All | +55.0% | +47.5% | +7.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling