+218.0%
XLE vs JBHT
+58.3%
+159.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +2.2% | +4.9% | -2.7% | +1.2% |
| 30D | +11.8% | +0.6% | +11.2% | +11.5% |
| 3M | +9.8% | -3.2% | +13.0% | +10.2% |
| 6M | +15.6% | +17.0% | -1.4% | +10.9% |
| YTD | +45.3% | +41.7% | +3.6% | +33.1% |
| 1Y | +48.3% | +90.0% | -41.7% | +25.7% |
| 3Y | +55.4% | +47.0% | +8.5% | +37.5% |
| All | +218.0% | +58.3% | +159.7% | +168.3% |
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