+4,421.0%
XOM vs JBHT
+9,288.5%
-4,867.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -1.8% |
| 7D | -9.8% | -1.4% | -8.4% | -9.6% |
| 30D | +0.5% | -3.1% | +3.6% | +0.9% |
| 3M | +9.7% | -19.5% | +29.3% | +13.0% |
| 6M | +8.1% | -9.6% | +17.7% | +9.1% |
| YTD | +40.1% | +13.3% | +26.8% | +36.0% |
| 1Y | +49.6% | +29.7% | +19.9% | +42.0% |
| 3Y | +69.3% | +28.3% | +40.9% | +58.4% |
| 5Y | +202.9% | +18.5% | +184.5% | +183.9% |
| 10Y | +204.7% | +198.1% | +6.6% | +148.2% |
| All | +4,421.0% | +9,288.5% | -4,867.5% | +2,757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling