+721.8%
ENTG vs JBHT
+192.4%
+529.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +3.0% |
| 7D | -17.1% | -1.6% | -15.5% | -16.1% |
| 30D | -23.0% | -2.3% | -20.7% | -22.2% |
| 3M | -10.2% | -18.5% | +8.2% | +0.6% |
| 6M | -17.8% | -11.3% | -6.5% | -13.5% |
| YTD | +52.4% | +12.6% | +39.8% | +37.3% |
| 1Y | +49.8% | +29.8% | +20.0% | +23.5% |
| 3Y | +42.1% | +28.1% | +14.0% | +13.9% |
| 5Y | -10.2% | +17.7% | -27.9% | -24.3% |
| All | +721.8% | +192.4% | +529.5% | +313.3% |
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