+39.5%
XHB vs JBHT
+58.3%
-18.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | -0.4% |
| 7D | -1.3% | +4.9% | -6.2% | -3.5% |
| 30D | -6.9% | +0.6% | -7.5% | -7.4% |
| 3M | -1.3% | -3.2% | +1.9% | -0.4% |
| 6M | -6.8% | +17.0% | -23.7% | -14.6% |
| YTD | +0.7% | +41.7% | -40.9% | -16.0% |
| 1Y | -11.2% | +90.0% | -101.2% | -36.9% |
| 3Y | +25.3% | +47.0% | -21.6% | -0.5% |
| All | +39.5% | +58.3% | -18.7% | +4.5% |
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