+64.1%
XLI vs JBHT
+17.1%
+47.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.8% | -1.6% | -1.2% | -2.3% |
| 30D | -3.1% | -2.3% | -0.8% | -2.5% |
| 3M | -11.7% | -18.5% | +6.7% | -6.8% |
| 6M | -7.6% | -11.3% | +3.7% | -5.5% |
| YTD | +5.7% | +12.6% | -6.9% | -0.4% |
| 1Y | +7.8% | +29.8% | -21.9% | -3.0% |
| 3Y | +67.4% | +28.1% | +39.3% | +46.5% |
| All | +64.1% | +17.1% | +47.1% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling