+748.7%
ENTG vs JBHT
+272.5%
+476.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +4.4% |
| 7D | +2.8% | +4.9% | -2.0% | -0.2% |
| 30D | -4.7% | +0.6% | -5.3% | -4.7% |
| 3M | -0.7% | -3.2% | +2.5% | +1.3% |
| 6M | +7.7% | +17.0% | -9.2% | -3.1% |
| YTD | +65.1% | +41.7% | +23.4% | +31.1% |
| 1Y | +74.8% | +90.0% | -15.2% | +12.1% |
| 3Y | +36.9% | +47.0% | -10.1% | +2.1% |
| 5Y | +16.1% | +58.3% | -42.2% | -17.1% |
| All | +748.7% | +272.5% | +476.2% | +258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling