+134.0%
XLC vs JBHT
+90.6%
+43.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | -2.4% | -1.1% | -1.3% | -2.1% |
| 3M | -3.3% | -14.8% | +11.5% | +0.7% |
| 6M | -7.3% | -7.4% | +0.1% | -6.5% |
| YTD | -7.6% | +17.3% | -24.9% | -14.2% |
| 1Y | -3.7% | +35.3% | -39.0% | -14.7% |
| 3Y | +62.9% | +33.9% | +29.0% | +39.6% |
| 5Y | +41.6% | +22.5% | +19.1% | +22.6% |
| All | +134.0% | +90.6% | +43.4% | +49.4% |
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