+142.5%
XLC vs JBHT
+130.1%
+12.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | -0.8% | +4.9% | -5.7% | -2.3% |
| 30D | +1.0% | +0.6% | +0.5% | +0.6% |
| 3M | -0.7% | -3.2% | +2.5% | -0.2% |
| 6M | -5.1% | +17.0% | -22.1% | -10.7% |
| YTD | -4.3% | +41.7% | -45.9% | -15.5% |
| 1Y | -0.6% | +90.0% | -90.5% | -21.3% |
| 3Y | +72.7% | +47.0% | +25.7% | +45.5% |
| 5Y | +38.0% | +58.3% | -20.3% | +10.2% |
| All | +142.5% | +130.1% | +12.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling