+666.3%
ETN vs JBHT
+275.4%
+390.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.2% |
| 7D | +2.0% | +4.9% | -2.9% | -0.2% |
| 30D | -7.9% | +0.6% | -8.5% | -8.2% |
| 3M | -1.6% | -3.2% | +1.6% | -0.8% |
| 6M | +16.9% | +17.0% | -0.1% | +7.4% |
| YTD | +30.1% | +41.7% | -11.6% | +9.0% |
| 1Y | +19.3% | +90.0% | -70.7% | -14.7% |
| 3Y | +82.5% | +47.0% | +35.5% | +43.4% |
| 5Y | +166.8% | +58.3% | +108.5% | +93.4% |
| All | +666.3% | +275.4% | +390.9% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling