+37.7%
XLC vs JBHT
+58.3%
-20.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.9% |
| 7D | -0.8% | +4.9% | -5.7% | -2.1% |
| 30D | +1.0% | +0.6% | +0.5% | +0.7% |
| 3M | -0.7% | -3.2% | +2.5% | -0.3% |
| 6M | -5.1% | +17.0% | -22.1% | -9.8% |
| YTD | -4.3% | +41.7% | -45.9% | -13.9% |
| 1Y | -0.6% | +90.0% | -90.5% | -18.5% |
| 3Y | +72.7% | +47.0% | +25.7% | +49.8% |
| All | +37.7% | +58.3% | -20.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling