+152.0%
ETR vs JBHT
+15.0%
+137.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -1.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +6.8% | -3.1% | +9.9% | +7.2% |
| 3M | +3.8% | -19.5% | +23.4% | +6.3% |
| 6M | -5.5% | -9.6% | +4.1% | -4.9% |
| YTD | +21.5% | +13.3% | +8.2% | +18.4% |
| 1Y | +17.4% | +29.7% | -12.3% | +12.2% |
| 3Y | +147.7% | +28.3% | +119.4% | +132.7% |
| 5Y | +152.0% | +18.5% | +133.6% | +128.4% |
| All | +152.0% | +15.0% | +137.1% | +128.4% |
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