+177.3%
ESI vs JBHT
+227.1%
-49.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.5% | -6.0% |
| 7D | -13.1% | -1.4% | -11.7% | -12.4% |
| 30D | -18.5% | -3.1% | -15.4% | -17.3% |
| 3M | -19.6% | -19.5% | 0.0% | -10.4% |
| 6M | -29.8% | -9.6% | -20.2% | -27.5% |
| YTD | +23.9% | +13.3% | +10.6% | +11.5% |
| 1Y | +15.0% | +29.7% | -14.7% | -4.3% |
| 3Y | +64.3% | +28.3% | +36.0% | +30.4% |
| 5Y | +26.3% | +18.5% | +7.9% | +2.3% |
| 10Y | +321.7% | +198.1% | +123.6% | +61.5% |
| All | +177.3% | +227.1% | -49.8% | -0.5% |
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