+218.2%
XLY vs JBHT
+266.9%
-48.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -2.1% | +2.9% | -5.0% | -3.2% |
| 30D | -6.0% | +0.6% | -6.6% | -6.5% |
| 3M | -2.7% | -6.6% | +3.8% | -0.8% |
| 6M | -1.5% | +23.6% | -25.1% | -10.3% |
| YTD | -5.4% | +38.6% | -44.0% | -18.1% |
| 1Y | -3.8% | +91.5% | -95.3% | -27.9% |
| 3Y | +36.6% | +49.3% | -12.7% | +10.5% |
| 5Y | +27.4% | +62.3% | -35.0% | -2.5% |
| 10Y | +218.2% | +276.9% | -58.7% | +69.3% |
| All | +218.2% | +266.9% | -48.7% | +69.3% |
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