+101.1%
ED vs JBHT
+272.5%
-171.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.7% |
| 7D | -0.2% | +4.9% | -5.1% | -0.8% |
| 30D | -0.1% | +0.6% | -0.7% | -0.3% |
| 3M | +3.9% | -3.2% | +7.1% | +4.1% |
| 6M | -3.0% | +17.0% | -20.0% | -5.3% |
| YTD | +10.7% | +41.7% | -31.0% | +5.3% |
| 1Y | +13.3% | +90.0% | -76.6% | +3.0% |
| 3Y | +34.5% | +47.0% | -12.5% | +25.7% |
| 5Y | +67.1% | +58.3% | +8.8% | +50.6% |
| All | +101.1% | +272.5% | -171.4% | +41.7% |
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 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