+395.5%
ENPH vs JBHT
+467.9%
-72.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.5% |
| 7D | -2.4% | +4.9% | -7.2% | -5.2% |
| 30D | -6.6% | +0.6% | -7.2% | -7.3% |
| 3M | -46.8% | -3.2% | -43.6% | -46.3% |
| 6M | -14.7% | +17.0% | -31.7% | -23.3% |
| YTD | +13.5% | +41.7% | -28.2% | -8.8% |
| 1Y | -0.4% | +90.0% | -90.4% | -34.8% |
| 3Y | -71.7% | +47.0% | -118.7% | -78.9% |
| 5Y | -79.1% | +58.3% | -137.4% | -85.5% |
| 10Y | +1,898.4% | +273.9% | +1,624.4% | +498.8% |
| All | +395.5% | +467.9% | -72.4% | +0.2% |
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 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