+304.9%
ESI vs JBHT
+186.6%
+118.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -6.6% | +0.9% | -7.5% | -7.0% |
| 30D | -9.8% | -1.1% | -8.7% | -9.4% |
| 3M | -11.9% | -14.8% | +2.9% | -5.3% |
| 6M | -25.1% | -7.4% | -17.6% | -23.7% |
| YTD | +31.9% | +17.3% | +14.6% | +17.4% |
| 1Y | +19.2% | +35.3% | -16.1% | -1.8% |
| 3Y | +76.2% | +33.9% | +42.2% | +39.0% |
| 5Y | +39.4% | +22.5% | +16.9% | +12.9% |
| 10Y | +304.9% | +181.3% | +123.5% | +102.9% |
| All | +304.9% | +186.6% | +118.3% | +102.9% |
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