+28.9%
XLY vs JBHT
+60.5%
-31.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | +7.1% | -7.7% | -2.9% |
| 30D | -4.9% | +2.3% | -7.2% | -5.9% |
| 3M | -1.0% | -4.5% | +3.5% | +0.1% |
| 6M | 0.0% | +29.2% | -29.2% | -10.0% |
| YTD | -4.2% | +42.2% | -46.3% | -17.2% |
| 1Y | -2.7% | +93.7% | -96.4% | -26.4% |
| 3Y | +38.4% | +53.2% | -14.7% | +12.0% |
| 5Y | +28.9% | +62.4% | -33.5% | -0.7% |
| All | +28.9% | +60.5% | -31.5% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling