-67.4%
ETSY vs JBHT
+22.5%
-89.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.3% |
| 7D | -1.0% | +7.0% | -8.1% | -4.3% |
| 30D | +7.3% | +0.5% | +6.8% | +7.0% |
| 3M | +10.3% | -17.4% | +27.7% | +19.5% |
| 6M | +55.1% | -1.7% | +56.8% | +51.0% |
| YTD | +60.5% | +20.7% | +39.8% | +37.6% |
| 1Y | +52.2% | +41.1% | +11.1% | +19.1% |
| 3Y | +40.8% | +38.0% | +2.8% | +4.9% |
| All | -67.4% | +22.5% | -89.9% | -75.3% |
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 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