+822.8%
XLB vs JBHT
+5,564.9%
-4,742.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.6% | -1.8% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +5.2% | -3.1% | +8.3% | +6.2% |
| 3M | -0.1% | -19.5% | +19.4% | +6.1% |
| 6M | +2.4% | -9.6% | +12.0% | +4.3% |
| YTD | +16.9% | +13.3% | +3.6% | +10.4% |
| 1Y | +25.0% | +29.7% | -4.7% | +13.0% |
| 3Y | +40.7% | +28.3% | +12.4% | +23.8% |
| 5Y | +31.6% | +18.5% | +13.1% | +16.9% |
| 10Y | +175.3% | +198.1% | -22.8% | +79.7% |
| All | +822.8% | +5,564.9% | -4,742.1% | +202.6% |
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