+188.0%
XEL vs JBHT
+182.5%
+5.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.2% |
| 7D | +2.4% | +7.0% | -4.6% | +1.3% |
| 30D | +8.3% | +0.5% | +7.8% | +8.1% |
| 3M | +4.2% | -17.4% | +21.5% | +7.1% |
| 6M | +3.7% | -1.7% | +5.4% | +3.2% |
| YTD | +13.1% | +20.7% | -7.7% | +8.2% |
| 1Y | +5.0% | +41.1% | -36.1% | -2.4% |
| 3Y | +55.0% | +38.0% | +17.0% | +41.5% |
| 5Y | +51.8% | +22.5% | +29.3% | +39.7% |
| All | +188.0% | +182.5% | +5.6% | +116.3% |
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