+418.7%
XLF vs JBHT
+5,564.9%
-5,146.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.6% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +6.5% | -3.1% | +9.5% | +7.6% |
| 3M | -0.5% | -19.5% | +19.0% | +6.8% |
| 6M | +12.2% | -9.6% | +21.8% | +14.5% |
| YTD | +6.3% | +13.3% | -7.0% | -1.0% |
| 1Y | +11.0% | +29.7% | -18.6% | -1.9% |
| 3Y | +78.3% | +28.3% | +50.0% | +51.6% |
| 5Y | +56.6% | +18.5% | +38.1% | +34.2% |
| 10Y | +254.6% | +198.1% | +56.5% | +107.7% |
| All | +418.7% | +5,564.9% | -5,146.2% | +41.6% |
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