+111.4%
XLK vs JBHT
+22.5%
+88.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.7% |
| 7D | +3.4% | +7.0% | -3.7% | +1.1% |
| 30D | -10.6% | +0.5% | -11.1% | -10.8% |
| 3M | -10.6% | -17.4% | +6.7% | -5.5% |
| 6M | -3.5% | -1.7% | -1.8% | -4.3% |
| YTD | +18.7% | +20.7% | -2.0% | +8.6% |
| 1Y | +19.4% | +41.1% | -21.6% | +3.2% |
| 3Y | +94.5% | +38.0% | +56.5% | +62.7% |
| All | +111.4% | +22.5% | +88.9% | +76.7% |
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