+48.2%
XOP vs JBHT
+192.4%
-144.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -14.7% | -1.6% | -13.1% | -14.2% |
| 30D | -7.7% | -2.3% | -5.4% | -7.1% |
| 3M | +4.4% | -18.5% | +22.9% | +12.8% |
| 6M | +3.5% | -11.3% | +14.8% | +6.5% |
| YTD | +39.4% | +12.6% | +26.8% | +26.2% |
| 1Y | +39.8% | +29.8% | +10.0% | +17.7% |
| 3Y | +29.7% | +28.1% | +1.6% | +3.9% |
| 5Y | +78.6% | +17.7% | +60.9% | +43.9% |
| All | +48.2% | +192.4% | -144.1% | -37.5% |
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