+174.3%
XLE vs JBHT
+272.5%
-98.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.8% |
| 7D | +2.2% | +4.9% | -2.7% | +0.4% |
| 30D | +11.8% | +0.6% | +11.2% | +11.2% |
| 3M | +9.8% | -3.2% | +13.0% | +10.3% |
| 6M | +15.6% | +17.0% | -1.4% | +7.5% |
| YTD | +45.3% | +41.7% | +3.6% | +25.4% |
| 1Y | +48.3% | +90.0% | -41.7% | +12.4% |
| 3Y | +55.4% | +47.0% | +8.5% | +26.4% |
| 5Y | +216.1% | +58.3% | +157.8% | +137.0% |
| All | +174.3% | +272.5% | -98.2% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling