-78.4%
ENPH vs JBHT
+58.3%
-136.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.4% |
| 7D | -2.4% | +4.9% | -7.2% | -4.9% |
| 30D | -6.6% | +0.6% | -7.2% | -7.2% |
| 3M | -46.8% | -3.2% | -43.6% | -46.3% |
| 6M | -14.7% | +17.0% | -31.7% | -22.5% |
| YTD | +13.5% | +41.7% | -28.2% | -6.5% |
| 1Y | -0.4% | +90.0% | -90.4% | -31.0% |
| 3Y | -71.7% | +47.0% | -118.7% | -77.8% |
| All | -78.4% | +58.3% | -136.7% | -84.1% |
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