+169.4%
XLV vs JBHT
+281.4%
-112.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -1.2% | -2.3% | -3.3% |
| 30D | -1.8% | -2.0% | +0.2% | -1.5% |
| 3M | +7.8% | -6.3% | +14.1% | +9.1% |
| 6M | +9.1% | +29.0% | -19.9% | +1.5% |
| YTD | +7.7% | +39.9% | -32.2% | -2.1% |
| 1Y | +20.4% | +92.8% | -72.3% | -0.2% |
| 3Y | +30.8% | +51.2% | -20.4% | +13.0% |
| 5Y | +34.6% | +63.0% | -28.3% | +10.5% |
| All | +169.4% | +281.4% | -112.0% | +62.5% |
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