+59.3%
ENB vs JBHT
+22.5%
+36.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.3% |
| 7D | +3.1% | +7.0% | -3.9% | +2.4% |
| 30D | +2.1% | +0.5% | +1.6% | +2.0% |
| 3M | -4.4% | -17.4% | +12.9% | -2.8% |
| 6M | -10.1% | -1.7% | -8.3% | -10.4% |
| YTD | +5.2% | +20.7% | -15.5% | +2.0% |
| 1Y | +4.2% | +41.1% | -36.8% | -1.0% |
| 3Y | +70.1% | +38.0% | +32.1% | +59.6% |
| All | +59.3% | +22.5% | +36.8% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling