+231.7%
XLI vs JBHT
+183.5%
+48.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +1.1% | -0.1% | +1.2% | +1.0% |
| 3M | -7.7% | -14.0% | +6.4% | -2.9% |
| 6M | -1.8% | -5.1% | +3.3% | -1.6% |
| YTD | +11.1% | +18.0% | -6.9% | +1.1% |
| 1Y | +12.1% | +36.5% | -24.4% | -4.2% |
| 3Y | +73.8% | +34.8% | +39.1% | +42.9% |
| 5Y | +73.8% | +21.4% | +52.3% | +45.4% |
| 10Y | +231.7% | +178.0% | +53.7% | +74.4% |
| All | +231.7% | +183.5% | +48.2% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling