+152.2%
XLE vs JBHT
+15.0%
+137.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.3% |
| 7D | -10.3% | -1.4% | -8.9% | -10.1% |
| 30D | -3.3% | -3.1% | -0.3% | -2.9% |
| 3M | +8.2% | -19.5% | +27.7% | +12.3% |
| 6M | +5.0% | -9.6% | +14.6% | +6.0% |
| YTD | +40.6% | +13.3% | +27.3% | +34.0% |
| 1Y | +45.0% | +29.7% | +15.3% | +33.7% |
| 3Y | +56.3% | +28.3% | +28.0% | +40.6% |
| 5Y | +152.2% | +18.5% | +133.8% | +113.5% |
| All | +152.2% | +15.0% | +137.3% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling