+34.7%
XLC vs JBHT
+15.0%
+19.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.3% |
| 7D | +3.1% | -1.4% | +4.5% | +3.4% |
| 30D | -6.5% | -3.1% | -3.5% | -5.9% |
| 3M | -5.6% | -19.5% | +14.0% | -0.9% |
| 6M | -9.2% | -9.6% | +0.3% | -8.1% |
| YTD | -10.6% | +13.3% | -23.9% | -15.4% |
| 1Y | -6.9% | +29.7% | -36.5% | -15.4% |
| 3Y | +59.9% | +28.3% | +31.6% | +41.1% |
| 5Y | +34.7% | +18.5% | +16.2% | +15.8% |
| All | +34.7% | +15.0% | +19.7% | +15.8% |
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