+112.7%
XLRE vs JBHT
+225.5%
-112.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.9% | -1.6% | +3.5% | +2.4% |
| 30D | +8.5% | -2.3% | +10.7% | +9.1% |
| 3M | -1.0% | -18.5% | +17.5% | +4.1% |
| 6M | 0.0% | -11.3% | +11.3% | +2.2% |
| YTD | +11.7% | +12.6% | -0.9% | +5.8% |
| 1Y | +11.8% | +29.8% | -17.9% | +1.4% |
| 3Y | +40.8% | +28.1% | +12.7% | +24.1% |
| 5Y | +8.2% | +17.7% | -9.5% | -4.0% |
| 10Y | +107.4% | +196.1% | -88.7% | +28.6% |
| All | +112.7% | +225.5% | -112.8% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling