+207.0%
ET vs JBHT
+192.4%
+14.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -7.9% | -1.6% | -6.3% | -7.5% |
| 30D | -5.9% | -2.3% | -3.6% | -5.5% |
| 3M | -5.2% | -18.5% | +13.2% | -0.3% |
| 6M | +0.3% | -11.3% | +11.5% | +2.2% |
| YTD | +23.1% | +12.6% | +10.5% | +15.3% |
| 1Y | +22.7% | +29.8% | -7.0% | +9.4% |
| 3Y | +75.4% | +28.1% | +47.3% | +50.7% |
| 5Y | +202.6% | +17.7% | +184.9% | +159.2% |
| All | +207.0% | +192.4% | +14.6% | +62.8% |
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