+201.4%
ET vs JBHT
+15.0%
+186.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.8% |
| 7D | -8.1% | -1.4% | -6.7% | -7.9% |
| 30D | -7.5% | -3.1% | -4.4% | -7.1% |
| 3M | -4.1% | -19.5% | +15.5% | -1.0% |
| 6M | -2.7% | -9.6% | +6.9% | -2.0% |
| YTD | +22.6% | +13.3% | +9.3% | +17.7% |
| 1Y | +22.0% | +29.7% | -7.7% | +13.7% |
| 3Y | +72.8% | +28.3% | +44.5% | +57.0% |
| 5Y | +201.4% | +18.5% | +183.0% | +160.1% |
| All | +201.4% | +15.0% | +186.5% | +160.1% |
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