+63.0%
XLE vs JBHT
+33.0%
+30.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.9% |
| 7D | -7.2% | +1.7% | -8.9% | -7.4% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | +9.2% | -17.1% | +26.3% | +11.8% |
| 6M | +8.4% | -4.4% | +12.8% | +8.1% |
| YTD | +44.9% | +17.5% | +27.4% | +38.6% |
| 1Y | +49.9% | +32.6% | +17.3% | +39.8% |
| All | +63.0% | +33.0% | +30.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling