+136.8%
XLU vs JBHT
+276.8%
-140.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.1% | +7.1% | -5.0% | +0.7% |
| 30D | -0.4% | +2.3% | -2.7% | -0.9% |
| 3M | +0.5% | -4.5% | +5.0% | +1.1% |
| 6M | -5.8% | +29.2% | -35.0% | -11.2% |
| YTD | +3.1% | +42.2% | -39.0% | -4.9% |
| 1Y | +8.1% | +93.7% | -85.6% | -7.6% |
| 3Y | +50.5% | +53.2% | -2.7% | +33.0% |
| 5Y | +44.7% | +62.4% | -17.7% | +22.6% |
| 10Y | +136.8% | +274.7% | -137.8% | +51.4% |
| All | +136.8% | +276.8% | -140.0% | +51.4% |
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