+148.1%
XRT vs JBHT
+192.4%
-44.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | +7.9% | -2.3% | +10.2% | +9.0% |
| 3M | -0.2% | -18.5% | +18.3% | +7.9% |
| 6M | +5.6% | -11.3% | +16.8% | +9.0% |
| YTD | +5.7% | +12.6% | -6.9% | -2.9% |
| 1Y | +14.6% | +29.8% | -15.2% | -1.6% |
| 3Y | +50.7% | +28.1% | +22.6% | +25.0% |
| 5Y | -4.8% | +17.7% | -22.5% | -19.3% |
| All | +148.1% | +192.4% | -44.3% | +32.1% |
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