+513.3%
XRT vs JBHT
+1,287.0%
-773.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.4% |
| 7D | +0.8% | +4.9% | -4.1% | -1.6% |
| 30D | -4.2% | +0.6% | -4.8% | -4.9% |
| 3M | +5.1% | -3.2% | +8.3% | +5.8% |
| 6M | +2.4% | +17.0% | -14.5% | -6.9% |
| YTD | +3.2% | +41.7% | -38.5% | -15.2% |
| 1Y | +1.5% | +90.0% | -88.5% | -29.8% |
| 3Y | +40.6% | +47.0% | -6.4% | +7.8% |
| 5Y | -1.0% | +58.3% | -59.3% | -28.3% |
| 10Y | +128.4% | +273.9% | -145.5% | -1.8% |
| All | +513.3% | +1,287.0% | -773.7% | +18.8% |
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