+235.9%
ET vs JBHT
+58.3%
+177.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +0.9% | +4.9% | -4.0% | +0.1% |
| 30D | +7.5% | +0.6% | +6.9% | +7.2% |
| 3M | +11.4% | -3.2% | +14.6% | +11.7% |
| 6M | +18.5% | +17.0% | +1.6% | +14.6% |
| YTD | +37.4% | +41.7% | -4.3% | +27.9% |
| 1Y | +30.9% | +90.0% | -59.0% | +14.1% |
| 3Y | +98.7% | +47.0% | +51.8% | +79.1% |
| All | +235.9% | +58.3% | +177.7% | +191.1% |
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