+38.0%
ESI vs JBHT
+22.5%
+15.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.8% |
| 7D | +5.5% | +7.0% | -1.5% | +2.3% |
| 30D | -7.8% | +0.5% | -8.3% | -8.1% |
| 3M | -15.0% | -17.4% | +2.3% | -8.0% |
| 6M | -24.9% | -1.7% | -23.2% | -25.8% |
| YTD | +33.2% | +20.7% | +12.5% | +18.3% |
| 1Y | +24.9% | +41.1% | -16.1% | +2.8% |
| 3Y | +77.8% | +38.0% | +39.8% | +41.4% |
| All | +38.0% | +22.5% | +15.5% | +11.4% |
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