+254.3%
XLI vs JBHT
+272.5%
-18.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.7% |
| 7D | -1.1% | +4.9% | -5.9% | -3.0% |
| 30D | -5.9% | +0.6% | -6.5% | -6.4% |
| 3M | -0.3% | -3.2% | +2.9% | +0.4% |
| 6M | +0.1% | +17.0% | -16.8% | -7.3% |
| YTD | +13.6% | +41.7% | -28.1% | -3.2% |
| 1Y | +17.2% | +90.0% | -72.8% | -13.2% |
| 3Y | +68.2% | +47.0% | +21.2% | +35.3% |
| 5Y | +80.7% | +58.3% | +22.4% | +35.2% |
| All | +254.3% | +272.5% | -18.2% | +63.7% |
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