-11.8%
ENTG vs JBHT
+17.1%
-28.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +3.0% |
| 7D | -17.1% | -1.6% | -15.5% | -16.0% |
| 30D | -23.0% | -2.3% | -20.7% | -22.1% |
| 3M | -10.2% | -18.5% | +8.2% | +1.6% |
| 6M | -17.8% | -11.3% | -6.5% | -13.4% |
| YTD | +52.4% | +12.6% | +39.8% | +34.5% |
| 1Y | +49.8% | +29.8% | +20.0% | +19.5% |
| 3Y | +42.1% | +28.1% | +14.0% | +8.1% |
| All | -11.8% | +17.1% | -28.9% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling