+19.6%
XLK vs JBHT
+36.3%
-16.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -11.2% | -0.1% | -11.1% | -11.2% |
| 3M | -6.2% | -14.0% | +7.8% | -4.0% |
| 6M | -1.7% | -5.1% | +3.3% | -1.7% |
| YTD | +21.5% | +18.0% | +3.5% | +14.0% |
| 1Y | +19.6% | +36.5% | -16.9% | +9.2% |
| All | +19.6% | +36.3% | -16.7% | +9.2% |
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