+736.5%
XLK vs JBHT
+176.2%
+560.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +7.0% | +4.2% | +2.8% | +5.4% |
| 30D | -11.5% | -0.4% | -11.1% | -11.4% |
| 3M | -7.9% | -17.3% | +9.4% | -1.9% |
| 6M | -0.6% | -3.5% | +2.9% | -0.8% |
| YTD | +21.1% | +18.0% | +3.1% | +10.8% |
| 1Y | +18.8% | +35.5% | -16.7% | +2.8% |
| 3Y | +97.3% | +34.8% | +62.5% | +64.2% |
| 5Y | +115.5% | +19.7% | +95.8% | +84.4% |
| All | +736.5% | +176.2% | +560.3% | +389.0% |
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