+54.6%
XLE vs JBHT
+47.5%
+7.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | +2.2% | +4.9% | -2.7% | +1.5% |
| 30D | +11.8% | +0.6% | +11.2% | +11.6% |
| 3M | +9.8% | -3.2% | +13.0% | +10.1% |
| 6M | +15.6% | +17.0% | -1.4% | +12.2% |
| YTD | +45.3% | +41.7% | +3.6% | +36.0% |
| 1Y | +48.3% | +90.0% | -41.7% | +30.8% |
| All | +54.6% | +47.5% | +7.1% | +37.0% |
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