+45.3%
XOP vs JBHT
+34.8%
+10.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.4% |
| 7D | -10.5% | +1.7% | -12.2% | -10.5% |
| 30D | -4.3% | -1.2% | -3.2% | -4.3% |
| 3M | +4.7% | -17.1% | +21.8% | +5.3% |
| 6M | -0.1% | -4.4% | +4.3% | +1.2% |
| YTD | +43.8% | +17.5% | +26.4% | +45.5% |
| 1Y | +45.3% | +32.6% | +12.7% | +45.7% |
| All | +45.3% | +34.8% | +10.4% | +45.7% |
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 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