+820.5%
XLB vs JBHT
+6,981.9%
-6,161.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.2% |
| 7D | -1.4% | +4.9% | -6.3% | -2.9% |
| 30D | -0.4% | +0.6% | -1.0% | -0.8% |
| 3M | +2.0% | -3.2% | +5.2% | +2.5% |
| 6M | +1.8% | +17.0% | -15.1% | -4.0% |
| YTD | +16.6% | +41.7% | -25.1% | +3.3% |
| 1Y | +16.9% | +90.0% | -73.0% | -6.8% |
| 3Y | +32.6% | +47.0% | -14.4% | +12.3% |
| 5Y | +35.6% | +58.3% | -22.7% | +10.4% |
| 10Y | +160.0% | +273.9% | -113.9% | +58.9% |
| All | +820.5% | +6,981.9% | -6,161.4% | +183.0% |
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