+127.5%
XLC vs JBHT
+82.8%
+44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | -5.8% | -2.3% | -3.5% | -5.2% |
| 3M | -5.4% | -18.5% | +13.0% | -0.2% |
| 6M | -10.2% | -11.3% | +1.1% | -8.2% |
| YTD | -10.2% | +12.6% | -22.7% | -15.5% |
| 1Y | -5.6% | +29.8% | -35.4% | -15.4% |
| 3Y | +61.0% | +28.1% | +32.9% | +39.8% |
| 5Y | +35.2% | +17.7% | +17.6% | +18.5% |
| All | +127.5% | +82.8% | +44.7% | +47.1% |
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