-87.9%
ENPH vs JBHT
+20.8%
-108.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +0.4% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | -11.4% | -2.0% | -9.4% | -10.1% |
| 3M | -30.5% | -16.3% | -14.3% | -23.8% |
| 6M | -20.2% | -8.2% | -12.0% | -17.4% |
| YTD | -9.3% | +16.3% | -25.6% | -17.4% |
| 1Y | -3.8% | +32.2% | -36.0% | -18.2% |
| 3Y | -61.5% | +34.4% | -95.9% | -68.8% |
| 5Y | -87.9% | +20.3% | -108.2% | -90.2% |
| All | -87.9% | +20.8% | -108.6% | -90.2% |
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 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