+95.7%
ENB vs JBHT
+192.4%
-96.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -5.2% | -1.6% | -3.6% | -4.9% |
| 30D | +2.2% | -2.3% | +4.5% | +2.6% |
| 3M | -8.1% | -18.5% | +10.4% | -4.6% |
| 6M | -11.2% | -11.3% | +0.1% | -9.9% |
| YTD | +2.0% | +12.6% | -10.6% | -2.6% |
| 1Y | +4.1% | +29.8% | -25.7% | -4.0% |
| 3Y | +64.7% | +28.1% | +36.7% | +47.6% |
| 5Y | +46.6% | +17.7% | +28.9% | +31.3% |
| All | +95.7% | +192.4% | -96.7% | +41.3% |
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