+631.5%
XLU vs JBHT
+6,896.1%
-6,264.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -3.3% | -2.0% | -1.3% | -3.1% |
| 3M | -3.2% | -6.3% | +3.2% | -2.4% |
| 6M | -7.0% | +29.0% | -36.0% | -11.0% |
| YTD | +0.6% | +39.9% | -39.3% | -5.1% |
| 1Y | +2.4% | +92.8% | -90.3% | -8.7% |
| 3Y | +46.3% | +51.2% | -4.9% | +33.6% |
| 5Y | +44.0% | +63.0% | -19.0% | +28.5% |
| 10Y | +140.1% | +280.7% | -140.6% | +84.9% |
| All | +631.5% | +6,896.1% | -6,264.6% | +309.0% |
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