-89.3%
ENPH vs JBHT
+22.5%
-111.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -4.9% | -3.9% |
| 7D | -8.4% | +7.0% | -15.5% | -11.9% |
| 30D | -11.2% | +0.5% | -11.7% | -11.1% |
| 3M | -36.1% | -17.4% | -18.7% | -29.3% |
| 6M | -37.9% | -1.7% | -36.2% | -38.2% |
| YTD | -18.7% | +20.7% | -39.4% | -27.5% |
| 1Y | -9.8% | +41.1% | -50.9% | -26.0% |
| 3Y | -66.8% | +38.0% | -104.8% | -73.5% |
| All | -89.3% | +22.5% | -111.9% | -91.5% |
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