+26.3%
ESI vs JBHT
+15.0%
+11.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.5% | -6.4% |
| 7D | -13.1% | -1.4% | -11.7% | -12.5% |
| 30D | -18.5% | -3.1% | -15.4% | -17.5% |
| 3M | -19.6% | -19.5% | 0.0% | -12.0% |
| 6M | -29.8% | -9.6% | -20.2% | -27.9% |
| YTD | +23.9% | +13.3% | +10.6% | +13.3% |
| 1Y | +15.0% | +29.7% | -14.7% | -1.6% |
| 3Y | +64.3% | +28.3% | +36.0% | +35.4% |
| 5Y | +26.3% | +18.5% | +7.9% | +3.1% |
| All | +26.3% | +15.0% | +11.4% | +3.1% |
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 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