+11,799.4%
ENB vs JBHT
+11,637.0%
+162.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -0.2% | +4.9% | -5.1% | -0.8% |
| 30D | -2.2% | +0.6% | -2.8% | -2.4% |
| 3M | -10.5% | -3.2% | -7.3% | -10.3% |
| 6M | -5.1% | +17.0% | -22.0% | -7.1% |
| YTD | +9.0% | +41.7% | -32.7% | +4.2% |
| 1Y | +8.2% | +90.0% | -81.8% | -0.4% |
| 3Y | +67.8% | +47.0% | +20.8% | +57.4% |
| 5Y | +69.4% | +58.3% | +11.1% | +56.4% |
| 10Y | +117.5% | +273.9% | -156.4% | +81.8% |
| All | +11,799.4% | +11,637.0% | +162.4% | +8,352.2% |
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