+404.3%
XYL vs JBHT
+546.5%
-142.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.5% |
| 7D | +10.2% | -1.4% | +11.6% | +10.9% |
| 30D | -4.3% | -3.1% | -1.3% | -3.3% |
| 3M | -17.8% | -19.5% | +1.7% | -11.0% |
| 6M | -13.4% | -9.6% | -3.8% | -11.4% |
| YTD | -25.7% | +13.3% | -39.0% | -31.8% |
| 1Y | -32.7% | +29.7% | -62.4% | -42.0% |
| 3Y | +7.1% | +28.3% | -21.2% | -11.5% |
| 5Y | -18.7% | +18.5% | -37.2% | -32.1% |
| 10Y | +138.7% | +198.1% | -59.4% | +19.9% |
| All | +404.3% | +546.5% | -142.2% | +76.6% |
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 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