+2,487.2%
ED vs JBHT
+9,634.5%
-7,147.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.9% |
| 7D | +5.4% | +1.7% | +3.7% | +5.2% |
| 30D | +16.4% | -1.2% | +17.5% | +16.5% |
| 3M | +11.9% | -17.1% | +29.0% | +13.5% |
| 6M | +11.6% | -4.4% | +16.0% | +11.6% |
| YTD | +24.1% | +17.5% | +6.6% | +21.8% |
| 1Y | +26.9% | +32.6% | -5.7% | +23.1% |
| 3Y | +47.9% | +33.0% | +14.9% | +41.9% |
| 5Y | +87.5% | +20.3% | +67.1% | +80.3% |
| 10Y | +133.2% | +209.1% | -75.9% | +104.1% |
| All | +2,487.2% | +9,634.5% | -7,147.3% | +1,566.3% |
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 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