+40.0%
ESI vs JBHT
+20.5%
+19.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.7% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -9.3% | -2.2% | -7.1% | -8.4% |
| 3M | -12.8% | -16.5% | +3.7% | -6.1% |
| 6M | -24.6% | -8.4% | -16.2% | -23.0% |
| YTD | +32.7% | +16.1% | +16.7% | +20.0% |
| 1Y | +20.3% | +31.9% | -11.6% | +2.2% |
| 3Y | +80.2% | +34.1% | +46.1% | +45.0% |
| 5Y | +40.0% | +20.1% | +19.9% | +13.6% |
| All | +40.0% | +20.5% | +19.4% | +13.6% |
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