+200.7%
XOM vs JBHT
+17.1%
+183.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -11.4% | -1.6% | -9.8% | -11.2% |
| 30D | +1.1% | -2.3% | +3.4% | +1.3% |
| 3M | +7.8% | -18.5% | +26.3% | +10.4% |
| 6M | +13.0% | -11.3% | +24.3% | +14.0% |
| YTD | +40.6% | +12.6% | +28.0% | +35.9% |
| 1Y | +49.1% | +29.8% | +19.3% | +40.5% |
| 3Y | +72.9% | +28.1% | +44.8% | +59.8% |
| All | +200.7% | +17.1% | +183.7% | +163.6% |
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