-12.5%
ENTG vs JBHT
+15.0%
-27.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.1% | -10.3% |
| 7D | -22.0% | -1.4% | -20.6% | -21.1% |
| 30D | -25.2% | -3.1% | -22.1% | -23.9% |
| 3M | -14.2% | -19.5% | +5.3% | -2.0% |
| 6M | -16.3% | -9.6% | -6.7% | -13.0% |
| YTD | +48.5% | +13.3% | +35.2% | +30.5% |
| 1Y | +41.4% | +29.7% | +11.7% | +12.9% |
| 3Y | +36.7% | +28.3% | +8.4% | +3.9% |
| 5Y | -12.5% | +18.5% | -31.0% | -31.3% |
| All | -12.5% | +15.0% | -27.5% | -31.3% |
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 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