+432.8%
XYL vs JBHT
+708.2%
-275.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -3.3% |
| 7D | -5.0% | +4.9% | -9.9% | -7.1% |
| 30D | -13.2% | +0.6% | -13.8% | -13.7% |
| 3M | -3.7% | -3.2% | -0.5% | -2.9% |
| 6M | -17.7% | +17.0% | -34.6% | -24.2% |
| YTD | -21.5% | +41.7% | -63.2% | -33.9% |
| 1Y | -24.5% | +90.0% | -114.5% | -45.4% |
| 3Y | +6.9% | +47.0% | -40.0% | -15.5% |
| 5Y | -18.1% | +58.3% | -76.4% | -39.5% |
| 10Y | +134.7% | +273.9% | -139.2% | +7.9% |
| All | +432.8% | +708.2% | -275.5% | +71.1% |
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