+699.4%
XLK vs JBHT
+191.4%
+508.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.6% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -14.0% | -2.2% | -11.9% | -13.4% |
| 3M | -9.0% | -16.5% | +7.5% | -3.5% |
| 6M | -2.4% | -8.4% | +6.0% | -0.7% |
| YTD | +19.1% | +16.1% | +3.1% | +9.7% |
| 1Y | +19.2% | +31.9% | -12.7% | +4.2% |
| 3Y | +99.1% | +34.1% | +65.0% | +66.0% |
| 5Y | +112.0% | +20.1% | +91.9% | +81.0% |
| 10Y | +699.4% | +184.7% | +514.8% | +390.4% |
| All | +699.4% | +191.4% | +508.0% | +390.4% |
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