-29.4%
ETHA vs JBHT
+72.0%
-101.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.7% |
| 7D | +0.8% | +4.9% | -4.1% | -1.0% |
| 30D | +27.9% | +0.6% | +27.3% | +27.3% |
| 3M | +38.3% | -3.2% | +41.5% | +38.8% |
| 6M | +14.0% | +17.0% | -3.0% | +4.2% |
| YTD | -17.4% | +41.7% | -59.1% | -31.6% |
| 1Y | -42.7% | +90.0% | -132.6% | -59.8% |
| All | -29.4% | +72.0% | -101.5% | -49.2% |
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