+212.0%
XLV vs JBHT
+186.6%
+25.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | +10.6% | -1.1% | +11.7% | +10.8% |
| 3M | +12.6% | -14.8% | +27.4% | +16.2% |
| 6M | +32.7% | -7.4% | +40.2% | +33.7% |
| YTD | +23.5% | +17.3% | +6.2% | +16.6% |
| 1Y | +30.4% | +35.3% | -4.9% | +18.5% |
| 3Y | +57.3% | +33.9% | +23.3% | +39.2% |
| 5Y | +53.4% | +22.5% | +30.9% | +36.0% |
| 10Y | +212.0% | +181.3% | +30.7% | +112.0% |
| All | +212.0% | +186.6% | +25.4% | +112.0% |
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 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