+1,458.7%
ET vs JBHT
+1,364.1%
+94.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.6% |
| 7D | +0.9% | +4.9% | -4.0% | -0.6% |
| 30D | +7.5% | +0.6% | +6.9% | +7.0% |
| 3M | +11.4% | -3.2% | +14.6% | +11.9% |
| 6M | +18.5% | +17.0% | +1.6% | +11.7% |
| YTD | +37.4% | +41.7% | -4.3% | +21.7% |
| 1Y | +30.9% | +90.0% | -59.0% | +4.3% |
| 3Y | +98.7% | +47.0% | +51.8% | +67.2% |
| 5Y | +230.7% | +58.3% | +172.4% | +164.3% |
| 10Y | +175.6% | +273.9% | -98.3% | +63.6% |
| All | +1,458.7% | +1,364.1% | +94.6% | +572.1% |
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 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