+30.0%
XHB vs JBHT
+22.5%
+7.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.3% |
| 7D | -0.2% | +7.0% | -7.2% | -3.3% |
| 30D | +9.9% | +0.5% | +9.4% | +9.6% |
| 3M | -6.3% | -17.4% | +11.1% | +1.5% |
| 6M | +3.8% | -1.7% | +5.6% | +2.5% |
| YTD | +0.1% | +20.7% | -20.6% | -11.0% |
| 1Y | -0.8% | +41.1% | -41.9% | -18.4% |
| 3Y | +35.6% | +38.0% | -2.4% | +8.7% |
| All | +30.0% | +22.5% | +7.5% | +5.9% |
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