+51.6%
XEL vs JBHT
+21.4%
+30.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | +4.2% | -2.8% | +1.0% |
| 30D | +9.2% | -0.4% | +9.6% | +9.2% |
| 3M | +4.5% | -17.3% | +21.9% | +6.2% |
| 6M | +3.6% | -3.5% | +7.1% | +3.4% |
| YTD | +12.9% | +18.0% | -5.1% | +10.2% |
| 1Y | +4.1% | +35.5% | -31.4% | +0.1% |
| 3Y | +52.3% | +34.8% | +17.5% | +44.5% |
| 5Y | +51.6% | +19.7% | +31.9% | +41.8% |
| All | +51.6% | +21.4% | +30.2% | +41.8% |
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