+127.1%
XYL vs JBHT
+192.4%
-65.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | +5.9% | -1.6% | +7.5% | +6.6% |
| 30D | -3.9% | -2.3% | -1.6% | -3.3% |
| 3M | -18.7% | -18.5% | -0.2% | -12.5% |
| 6M | -16.9% | -11.3% | -5.6% | -14.3% |
| YTD | -27.4% | +12.6% | -39.9% | -33.2% |
| 1Y | -34.0% | +29.8% | -63.8% | -43.2% |
| 3Y | +5.6% | +28.1% | -22.5% | -12.8% |
| 5Y | -20.6% | +17.7% | -38.2% | -33.6% |
| All | +127.1% | +192.4% | -65.3% | +5.0% |
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