+67.2%
XLI vs JBHT
+28.2%
+39.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.6% | -3.3% |
| 7D | -4.5% | -1.4% | -3.1% | -4.2% |
| 30D | -5.3% | -3.1% | -2.2% | -4.7% |
| 3M | -12.6% | -19.5% | +7.0% | -8.4% |
| 6M | -5.3% | -9.6% | +4.3% | -4.2% |
| YTD | +5.6% | +13.3% | -7.7% | +0.5% |
| 1Y | +7.3% | +29.7% | -22.4% | -1.4% |
| All | +67.2% | +28.2% | +39.0% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling