The X-Wing is explicitly hyperdrive equipped. That’s also part of why it has an astromech droid seat in it (R2), apparently so the droid can handle the jump calculations. A lot of later technobabble in the expanded universe expounded on this after the fact, but I presume this decision was made on a snap basis specifically so Luke could go to Dagobah in his cool plane spaceship.

You get to make hyperspace jumps yourself in your X-Wing a few times, fittingly, in the X-Wing games.