+7.8%
XLP vs JBHT
+89.9%
-82.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -1.0% | +4.9% | -5.9% | -1.2% |
| 30D | -0.9% | +0.6% | -1.5% | -0.9% |
| 3M | +3.8% | -3.2% | +7.0% | +3.9% |
| 6M | -1.7% | +17.0% | -18.7% | -2.6% |
| YTD | +10.3% | +41.7% | -31.4% | +9.3% |
| 1Y | +7.8% | +90.0% | -82.2% | +8.0% |
| All | +7.8% | +89.9% | -82.1% | +8.0% |
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 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