+167.7%
XLB vs JBHT
+191.4%
-23.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +7.1% | -2.2% | +9.3% | +7.8% |
| 3M | +0.6% | -16.5% | +17.1% | +6.5% |
| 6M | +3.5% | -8.4% | +11.9% | +4.9% |
| YTD | +18.2% | +16.1% | +2.2% | +8.7% |
| 1Y | +25.6% | +31.9% | -6.3% | +9.7% |
| 3Y | +46.7% | +34.1% | +12.6% | +21.9% |
| 5Y | +30.9% | +20.1% | +10.8% | +11.0% |
| 10Y | +167.7% | +184.7% | -16.9% | +47.4% |
| All | +167.7% | +191.4% | -23.7% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling