+127.4%
ED vs JBHT
+192.4%
-64.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +13.3% | -2.3% | +15.6% | +13.6% |
| 3M | +9.7% | -18.5% | +28.2% | +12.0% |
| 6M | +12.8% | -11.3% | +24.1% | +13.7% |
| YTD | +22.3% | +12.6% | +9.7% | +19.3% |
| 1Y | +26.3% | +29.8% | -3.5% | +20.8% |
| 3Y | +45.0% | +28.1% | +16.9% | +36.7% |
| 5Y | +80.2% | +17.7% | +62.5% | +69.4% |
| All | +127.4% | +192.4% | -64.9% | +94.3% |
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