+127.5%
XLP vs JBHT
+194.3%
-66.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.1% |
| 7D | +3.5% | -1.4% | +4.9% | +3.7% |
| 30D | +11.6% | -3.1% | +14.6% | +12.1% |
| 3M | +7.6% | -19.5% | +27.2% | +11.6% |
| 6M | +10.0% | -9.6% | +19.6% | +11.2% |
| YTD | +19.7% | +13.3% | +6.4% | +15.2% |
| 1Y | +23.5% | +29.7% | -6.2% | +15.5% |
| 3Y | +44.0% | +28.3% | +15.7% | +31.5% |
| 5Y | +42.7% | +18.5% | +24.2% | +30.1% |
| All | +127.5% | +194.3% | -66.8% | +75.5% |
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