+294.7%
ENPH vs JBHT
+354.3%
-59.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -6.0% |
| 7D | +12.0% | -1.4% | +13.4% | +13.2% |
| 30D | -14.6% | -3.1% | -11.5% | -12.7% |
| 3M | -25.6% | -19.5% | -6.1% | -15.9% |
| 6M | -19.6% | -9.6% | -10.0% | -15.6% |
| YTD | -9.6% | +13.3% | -22.9% | -17.2% |
| 1Y | -10.0% | +29.7% | -39.7% | -24.0% |
| 3Y | -64.2% | +28.3% | -92.5% | -71.0% |
| 5Y | -87.8% | +18.5% | -106.3% | -89.9% |
| 10Y | +2,376.1% | +198.1% | +2,178.0% | +752.2% |
| All | +294.7% | +354.3% | -59.6% | -9.1% |
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 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