+2,511.7%
ED vs JBHT
+9,288.5%
-6,776.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.2% |
| 7D | +5.2% | -1.4% | +6.5% | +5.3% |
| 30D | +15.5% | -3.1% | +18.6% | +15.8% |
| 3M | +13.0% | -19.5% | +32.6% | +14.9% |
| 6M | +13.1% | -9.6% | +22.7% | +13.7% |
| YTD | +25.3% | +13.3% | +12.0% | +23.3% |
| 1Y | +30.5% | +29.7% | +0.9% | +26.9% |
| 3Y | +49.3% | +28.3% | +21.0% | +43.7% |
| 5Y | +84.6% | +18.5% | +66.1% | +77.7% |
| 10Y | +135.4% | +198.1% | -62.7% | +106.7% |
| All | +2,511.7% | +9,288.5% | -6,776.8% | +1,587.1% |
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