+1,291.2%
ET vs JBHT
+1,071.1%
+220.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.3% |
| 7D | -8.1% | -1.4% | -6.7% | -7.8% |
| 30D | -7.5% | -3.1% | -4.4% | -6.8% |
| 3M | -4.1% | -19.5% | +15.5% | +1.4% |
| 6M | -2.7% | -9.6% | +6.9% | -1.2% |
| YTD | +22.6% | +13.3% | +9.3% | +15.3% |
| 1Y | +22.0% | +29.7% | -7.7% | +9.7% |
| 3Y | +72.8% | +28.3% | +44.5% | +50.3% |
| 5Y | +201.4% | +18.5% | +183.0% | +162.5% |
| 10Y | +211.8% | +198.1% | +13.7% | +96.7% |
| All | +1,291.2% | +1,071.1% | +220.1% | +536.7% |
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 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