+126.6%
XLC vs JBHT
+84.1%
+42.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.5% |
| 7D | +3.1% | -1.4% | +4.5% | +3.5% |
| 30D | -6.5% | -3.1% | -3.5% | -5.8% |
| 3M | -5.6% | -19.5% | +14.0% | 0.0% |
| 6M | -9.2% | -9.6% | +0.3% | -7.8% |
| YTD | -10.6% | +13.3% | -23.9% | -16.0% |
| 1Y | -6.9% | +29.7% | -36.5% | -16.4% |
| 3Y | +59.9% | +28.3% | +31.6% | +38.8% |
| 5Y | +34.7% | +18.5% | +16.2% | +17.7% |
| All | +126.6% | +84.1% | +42.5% | +46.2% |
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