+175.3%
XEL vs JBHT
+192.0%
-16.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | +8.7% | -2.0% | +10.6% | +9.0% |
| 3M | +3.5% | -16.3% | +19.8% | +6.1% |
| 6M | +2.6% | -8.2% | +10.8% | +3.2% |
| YTD | +11.1% | +16.3% | -5.2% | +7.0% |
| 1Y | +2.2% | +32.2% | -30.0% | -3.9% |
| 3Y | +51.1% | +34.4% | +16.7% | +38.6% |
| 5Y | +48.0% | +20.3% | +27.7% | +36.4% |
| 10Y | +175.3% | +185.2% | -9.9% | +117.6% |
| All | +175.3% | +192.0% | -16.7% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling