+708.1%
ENTG vs JBHT
+181.7%
+526.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.6% |
| 7D | -9.3% | +0.9% | -10.2% | -9.5% |
| 30D | -16.4% | -1.1% | -15.3% | -15.9% |
| 3M | -3.8% | -14.8% | +11.0% | +5.0% |
| 6M | -6.9% | -7.4% | +0.5% | -4.5% |
| YTD | +65.0% | +17.3% | +47.7% | +45.1% |
| 1Y | +61.7% | +35.3% | +26.4% | +30.1% |
| 3Y | +46.6% | +33.9% | +12.7% | +14.4% |
| 5Y | -2.7% | +22.5% | -25.2% | -19.9% |
| All | +708.1% | +181.7% | +526.3% | +318.1% |
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 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