+78.9%
XOP vs JBHT
+15.0%
+63.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.9% |
| 7D | -12.7% | -1.4% | -11.4% | -12.4% |
| 30D | -7.6% | -3.1% | -4.5% | -7.0% |
| 3M | +5.8% | -19.5% | +25.4% | +11.8% |
| 6M | -2.7% | -9.6% | +6.8% | -1.4% |
| YTD | +39.7% | +13.3% | +26.4% | +30.2% |
| 1Y | +42.4% | +29.7% | +12.7% | +26.4% |
| 3Y | +26.4% | +28.3% | -1.9% | +8.6% |
| 5Y | +78.9% | +18.5% | +60.5% | +43.2% |
| All | +78.9% | +15.0% | +63.9% | +43.2% |
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