+42.6%
XLK vs JBHT
+93.0%
-50.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.3% | +7.1% | -4.8% | +1.4% |
| 30D | -0.1% | +2.3% | -2.4% | -0.3% |
| 3M | +2.1% | -4.5% | +6.6% | +2.5% |
| 6M | +37.2% | +29.2% | +7.9% | +33.0% |
| YTD | +30.8% | +42.2% | -11.4% | +26.4% |
| 1Y | +42.6% | +93.7% | -51.1% | +36.8% |
| All | +42.6% | +93.0% | -50.4% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling