+8.2%
XLRE vs JBHT
+17.1%
-8.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.9% | -1.6% | +3.5% | +2.3% |
| 30D | +8.5% | -2.3% | +10.7% | +9.0% |
| 3M | -1.0% | -18.5% | +17.5% | +3.2% |
| 6M | 0.0% | -11.3% | +11.3% | +1.8% |
| YTD | +11.7% | +12.6% | -0.9% | +6.5% |
| 1Y | +11.8% | +29.8% | -17.9% | +2.6% |
| 3Y | +40.8% | +28.1% | +12.7% | +26.2% |
| All | +8.2% | +17.1% | -8.9% | -4.5% |
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 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