+248.3%
XOM vs JBHT
+58.3%
+190.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | +1.8% | +4.9% | -3.1% | +1.1% |
| 30D | +5.9% | +0.6% | +5.3% | +5.7% |
| 3M | +5.6% | -3.2% | +8.8% | +5.8% |
| 6M | +7.9% | +17.0% | -9.1% | +4.8% |
| YTD | +35.2% | +41.7% | -6.5% | +27.0% |
| 1Y | +46.0% | +90.0% | -44.0% | +29.7% |
| 3Y | +55.0% | +47.0% | +8.0% | +41.6% |
| All | +248.3% | +58.3% | +190.1% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling