+235.2%
XLI vs JBHT
+191.4%
+43.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.6% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -0.2% | -2.2% | +1.9% | +0.6% |
| 3M | -8.6% | -16.5% | +7.9% | -2.7% |
| 6M | -2.0% | -8.4% | +6.5% | -0.4% |
| YTD | +9.7% | +16.1% | -6.3% | +0.5% |
| 1Y | +11.4% | +31.9% | -20.5% | -3.5% |
| 3Y | +74.2% | +34.1% | +40.1% | +43.3% |
| 5Y | +70.0% | +20.1% | +49.9% | +42.8% |
| 10Y | +235.2% | +184.7% | +50.6% | +71.4% |
| All | +235.2% | +191.4% | +43.8% | +71.4% |
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