+159.4%
XLU vs JBHT
+186.6%
-27.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | +5.6% | -1.1% | +6.7% | +5.8% |
| 3M | +2.1% | -14.8% | +16.9% | +4.8% |
| 6M | -0.9% | -7.4% | +6.6% | -0.3% |
| YTD | +4.6% | +17.3% | -12.7% | -0.3% |
| 1Y | +0.3% | +35.3% | -35.0% | -7.4% |
| 3Y | +58.6% | +33.9% | +24.6% | +42.8% |
| 5Y | +51.5% | +22.5% | +29.0% | +36.6% |
| 10Y | +159.4% | +181.3% | -22.0% | +88.9% |
| All | +159.4% | +186.6% | -27.2% | +88.9% |
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