+101.4%
XLP vs JBHT
+272.5%
-171.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | -1.0% | +4.9% | -5.9% | -2.0% |
| 30D | -0.9% | +0.6% | -1.5% | -1.1% |
| 3M | +3.8% | -3.2% | +7.0% | +4.1% |
| 6M | -1.7% | +17.0% | -18.7% | -5.4% |
| YTD | +10.3% | +41.7% | -31.4% | +2.0% |
| 1Y | +7.8% | +90.0% | -82.2% | -6.8% |
| 3Y | +27.2% | +47.0% | -19.8% | +14.0% |
| 5Y | +32.5% | +58.3% | -25.8% | +13.8% |
| All | +101.4% | +272.5% | -171.2% | +29.5% |
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