+178.7%
XHB vs JBHT
+1,363.5%
-1,184.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | -0.7% |
| 7D | -1.3% | +4.9% | -6.2% | -4.1% |
| 30D | -6.9% | +0.6% | -7.5% | -7.6% |
| 3M | -1.3% | -3.2% | +1.9% | -0.3% |
| 6M | -6.8% | +17.0% | -23.7% | -16.4% |
| YTD | +0.7% | +41.7% | -40.9% | -19.6% |
| 1Y | -11.2% | +90.0% | -101.2% | -42.2% |
| 3Y | +25.3% | +47.0% | -21.6% | -7.4% |
| 5Y | +37.3% | +58.3% | -21.0% | -6.0% |
| 10Y | +211.5% | +273.9% | -62.4% | +15.0% |
| All | +178.7% | +1,363.5% | -1,184.8% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling