+227.3%
XLI vs JBHT
+176.2%
+51.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.3% | +4.2% | +0.1% | +2.6% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | -8.6% | -17.3% | +8.7% | -2.3% |
| 6M | -2.3% | -3.5% | +1.2% | -2.8% |
| YTD | +10.1% | +18.0% | -7.9% | +0.2% |
| 1Y | +11.0% | +35.5% | -24.5% | -4.8% |
| 3Y | +72.3% | +34.8% | +37.5% | +41.6% |
| 5Y | +70.8% | +19.7% | +51.1% | +44.1% |
| All | +227.3% | +176.2% | +51.2% | +72.7% |
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