+410.3%
ETSY vs JBHT
+276.8%
+133.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -5.0% |
| 7D | -10.9% | +7.1% | -18.1% | -14.0% |
| 30D | -14.9% | +2.3% | -17.2% | -16.4% |
| 3M | +5.8% | -4.5% | +10.3% | +6.6% |
| 6M | +29.1% | +29.2% | -0.1% | +10.4% |
| YTD | +31.3% | +42.2% | -10.8% | +6.5% |
| 1Y | +25.1% | +93.7% | -68.6% | -15.7% |
| 3Y | +8.5% | +53.2% | -44.7% | -19.5% |
| 5Y | -66.1% | +62.4% | -128.5% | -75.4% |
| 10Y | +410.3% | +274.7% | +135.6% | +136.4% |
| All | +410.3% | +276.8% | +133.5% | +136.4% |
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 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