+539.0%
XRT vs JBHT
+1,009.5%
-470.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.1% |
| 7D | +2.3% | -1.4% | +3.7% | +3.0% |
| 30D | +9.8% | -3.1% | +12.9% | +11.4% |
| 3M | -0.2% | -19.5% | +19.4% | +9.7% |
| 6M | +8.4% | -9.6% | +18.0% | +11.4% |
| YTD | +7.5% | +13.3% | -5.8% | -2.2% |
| 1Y | +13.2% | +29.7% | -16.5% | -4.0% |
| 3Y | +52.0% | +28.3% | +23.7% | +23.7% |
| 5Y | -3.2% | +18.5% | -21.6% | -19.3% |
| 10Y | +157.1% | +198.1% | -41.0% | +22.7% |
| All | +539.0% | +1,009.5% | -470.5% | +36.9% |
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