-21.8%
XYL vs JBHT
+17.1%
-38.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | +5.9% | -1.6% | +7.5% | +6.4% |
| 30D | -3.9% | -2.3% | -1.6% | -3.4% |
| 3M | -18.7% | -18.5% | -0.2% | -13.9% |
| 6M | -16.9% | -11.3% | -5.6% | -14.9% |
| YTD | -27.4% | +12.6% | -39.9% | -32.0% |
| 1Y | -34.0% | +29.8% | -63.8% | -41.4% |
| 3Y | +5.6% | +28.1% | -22.5% | -9.0% |
| All | -21.8% | +17.1% | -38.9% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling