+133.2%
XRT vs JBHT
+182.5%
-49.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.6% |
| 7D | +1.7% | +7.0% | -5.3% | -1.2% |
| 30D | +7.5% | +0.5% | +7.0% | +7.2% |
| 3M | +2.2% | -17.4% | +19.5% | +10.0% |
| 6M | +14.7% | -1.7% | +16.4% | +13.1% |
| YTD | +7.5% | +20.7% | -13.2% | -4.2% |
| 1Y | +14.1% | +41.1% | -27.0% | -5.5% |
| 3Y | +58.8% | +38.0% | +20.8% | +27.5% |
| 5Y | -3.9% | +22.5% | -26.4% | -19.8% |
| All | +133.2% | +182.5% | -49.3% | +24.0% |
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