+224.6%
ESI vs JBHT
+308.9%
-84.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.3% |
| 7D | +3.3% | +4.9% | -1.6% | +0.6% |
| 30D | -5.9% | +0.6% | -6.4% | -6.3% |
| 3M | -14.1% | -3.2% | -10.9% | -13.0% |
| 6M | +6.6% | +17.0% | -10.4% | -3.9% |
| YTD | +45.0% | +41.7% | +3.4% | +16.6% |
| 1Y | +41.5% | +90.0% | -48.5% | -6.4% |
| 3Y | +78.8% | +47.0% | +31.8% | +33.4% |
| 5Y | +70.9% | +58.3% | +12.6% | +17.7% |
| 10Y | +317.1% | +273.9% | +43.2% | +41.9% |
| All | +224.6% | +308.9% | -84.3% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling