-35.6%
XYL vs JBHT
+36.3%
-72.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.9% | +0.5% | -6.3% | -6.0% |
| 30D | -7.3% | -0.1% | -7.2% | -7.3% |
| 3M | -22.5% | -14.0% | -8.5% | -20.5% |
| 6M | -14.4% | -5.1% | -9.3% | -15.2% |
| YTD | -29.4% | +18.0% | -47.4% | -35.8% |
| 1Y | -35.6% | +36.5% | -72.1% | -44.7% |
| All | -35.6% | +36.3% | -72.0% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling