+2,367.9%
ENPH vs JBHT
+186.6%
+2,181.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.8% | -5.4% |
| 7D | -9.1% | +0.9% | -10.1% | -9.5% |
| 30D | -15.8% | -1.1% | -14.7% | -15.0% |
| 3M | -32.5% | -14.8% | -17.6% | -27.0% |
| 6M | -24.2% | -7.4% | -16.7% | -21.8% |
| YTD | -13.8% | +17.3% | -31.1% | -21.3% |
| 1Y | -15.8% | +35.3% | -51.2% | -28.6% |
| 3Y | -64.6% | +33.9% | -98.5% | -70.9% |
| 5Y | -88.1% | +22.5% | -110.6% | -89.9% |
| 10Y | +2,367.9% | +181.3% | +2,186.5% | +1,067.7% |
| All | +2,367.9% | +186.6% | +2,181.3% | +1,067.7% |
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