+172.0%
ET vs JBHT
+186.6%
-14.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | -3.1% | -1.1% | -2.0% | -3.0% |
| 3M | -3.9% | -14.8% | +10.9% | -0.2% |
| 6M | +4.0% | -7.4% | +11.5% | +4.7% |
| YTD | +26.4% | +17.3% | +9.1% | +17.1% |
| 1Y | +24.9% | +35.3% | -10.4% | +10.1% |
| 3Y | +85.2% | +33.9% | +51.2% | +57.3% |
| 5Y | +218.3% | +22.5% | +195.8% | +169.9% |
| 10Y | +172.0% | +181.3% | -9.4% | +55.7% |
| All | +172.0% | +186.6% | -14.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling