-3.8%
XLY vs JBHT
+89.0%
-92.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -2.1% | +2.9% | -5.0% | -2.4% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | -2.7% | -6.6% | +3.8% | -2.1% |
| 6M | -1.5% | +23.6% | -25.1% | -4.4% |
| YTD | -5.4% | +38.6% | -44.0% | -8.9% |
| 1Y | -3.8% | +91.5% | -95.3% | -7.9% |
| All | -3.8% | +89.0% | -92.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling