+1,021.9%
XLE vs JBHT
+5,773.6%
-4,751.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.0% |
| 7D | -7.2% | +1.7% | -8.9% | -7.6% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | +9.2% | -17.1% | +26.3% | +13.9% |
| 6M | +8.4% | -4.4% | +12.8% | +8.3% |
| YTD | +44.9% | +17.5% | +27.4% | +36.2% |
| 1Y | +49.9% | +32.6% | +17.3% | +36.1% |
| 3Y | +61.1% | +33.0% | +28.1% | +42.3% |
| 5Y | +163.4% | +20.3% | +143.0% | +134.6% |
| 10Y | +181.4% | +209.1% | -27.7% | +93.8% |
| All | +1,021.9% | +5,773.6% | -4,751.8% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling