+557.6%
XRT vs JBHT
+1,050.4%
-492.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +5.0% |
| 7D | +8.0% | +1.7% | +6.3% | +7.2% |
| 30D | +13.0% | -1.2% | +14.2% | +13.5% |
| 3M | +1.7% | -17.1% | +18.8% | +10.1% |
| 6M | +12.6% | -4.4% | +17.0% | +12.5% |
| YTD | +10.7% | +17.5% | -6.8% | -1.1% |
| 1Y | +18.4% | +32.6% | -14.2% | -0.6% |
| 3Y | +56.4% | +33.0% | +23.4% | +25.1% |
| 5Y | +0.7% | +20.3% | -19.7% | -16.7% |
| 10Y | +164.6% | +209.1% | -44.5% | +24.0% |
| All | +557.6% | +1,050.4% | -492.8% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling