+5.1%
ETSY vs JBHT
+47.5%
-42.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -7.6% |
| 7D | -8.5% | +4.9% | -13.4% | -9.9% |
| 30D | -10.9% | +0.6% | -11.5% | -11.4% |
| 3M | +14.1% | -3.2% | +17.3% | +14.3% |
| 6M | +37.5% | +17.0% | +20.5% | +27.9% |
| YTD | +38.0% | +41.7% | -3.6% | +19.5% |
| 1Y | +46.5% | +90.0% | -43.4% | +13.0% |
| All | +5.1% | +47.5% | -42.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling