+653.5%
ETSY vs JBHT
+186.6%
+466.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -3.7% | +0.9% | -4.7% | -4.2% |
| 30D | +12.8% | -1.1% | +13.9% | +13.4% |
| 3M | +7.6% | -14.8% | +22.4% | +14.6% |
| 6M | +34.4% | -7.4% | +41.8% | +35.7% |
| YTD | +56.0% | +17.3% | +38.7% | +37.7% |
| 1Y | +43.6% | +35.3% | +8.3% | +17.5% |
| 3Y | +36.8% | +33.9% | +2.8% | +7.1% |
| 5Y | -65.2% | +22.5% | -87.7% | -71.4% |
| 10Y | +653.5% | +181.3% | +472.1% | +294.1% |
| All | +653.5% | +186.6% | +466.9% | +294.1% |
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 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