+44.6%
XLP vs JBHT
+21.5%
+23.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.2% |
| 7D | +5.9% | +1.7% | +4.2% | +5.7% |
| 30D | +13.5% | -1.2% | +14.6% | +13.6% |
| 3M | +8.4% | -17.1% | +25.5% | +10.6% |
| 6M | +11.5% | -4.4% | +15.9% | +11.5% |
| YTD | +20.6% | +17.5% | +3.2% | +17.0% |
| 1Y | +24.3% | +32.6% | -8.3% | +18.6% |
| 3Y | +45.1% | +33.0% | +12.0% | +35.6% |
| 5Y | +44.6% | +20.3% | +24.3% | +33.2% |
| All | +44.6% | +21.5% | +23.1% | +33.2% |
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 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