-40.2%
ETHA vs JBHT
+43.4%
-83.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -14.0% | +0.5% | -14.5% | -14.2% |
| 30D | -17.4% | -0.1% | -17.3% | -17.4% |
| 3M | +10.6% | -14.0% | +24.7% | +15.6% |
| 6M | -11.2% | -5.1% | -6.1% | -12.3% |
| YTD | -30.1% | +18.0% | -48.1% | -38.6% |
| 1Y | -39.6% | +36.5% | -76.2% | -50.9% |
| All | -40.2% | +43.4% | -83.6% | -54.4% |
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