+649.7%
XLU vs JBHT
+5,527.6%
-4,877.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | +4.8% | -2.3% | +7.1% | +5.1% |
| 3M | +0.2% | -18.5% | +18.6% | +3.0% |
| 6M | -4.3% | -11.3% | +6.9% | -3.2% |
| YTD | +3.1% | +12.6% | -9.4% | +0.3% |
| 1Y | +0.3% | +29.8% | -29.5% | -4.7% |
| 3Y | +52.9% | +28.1% | +24.8% | +42.9% |
| 5Y | +49.1% | +17.7% | +31.4% | +39.8% |
| 10Y | +146.6% | +196.1% | -49.6% | +96.8% |
| All | +649.7% | +5,527.6% | -4,877.9% | +332.2% |
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