+308.8%
ESI vs JBHT
+273.4%
+35.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.4% |
| 7D | +3.3% | +4.9% | -1.6% | +0.7% |
| 30D | -5.9% | +0.6% | -6.4% | -6.2% |
| 3M | -14.1% | -3.2% | -10.9% | -13.0% |
| 6M | +6.6% | +17.0% | -10.4% | -3.2% |
| YTD | +45.0% | +41.7% | +3.4% | +18.2% |
| 1Y | +41.5% | +90.0% | -48.5% | -3.8% |
| 3Y | +78.8% | +47.0% | +31.8% | +36.2% |
| 5Y | +70.9% | +58.3% | +12.6% | +21.0% |
| All | +308.8% | +273.4% | +35.3% | +65.1% |
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