+29.5%
XLB vs JBHT
+34.8%
-5.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.3% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | +8.9% | -1.2% | +10.1% | +9.0% |
| 3M | +4.1% | -17.1% | +21.3% | +7.2% |
| 6M | +7.3% | -4.4% | +11.7% | +5.6% |
| YTD | +20.4% | +17.5% | +2.9% | +10.4% |
| 1Y | +29.5% | +32.6% | -3.1% | +15.2% |
| All | +29.5% | +34.8% | -5.3% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling