+60.3%
XLC vs JBHT
+28.2%
+32.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | 0.0% |
| 7D | +3.1% | -1.4% | +4.5% | +3.3% |
| 30D | -6.5% | -3.1% | -3.5% | -6.1% |
| 3M | -5.6% | -19.5% | +14.0% | -2.6% |
| 6M | -9.2% | -9.6% | +0.3% | -8.5% |
| YTD | -10.6% | +13.3% | -23.9% | -13.7% |
| 1Y | -6.9% | +29.7% | -36.5% | -12.5% |
| All | +60.3% | +28.2% | +32.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling