-64.7%
ETSY vs JBHT
+58.3%
-122.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -8.1% |
| 7D | -8.5% | +4.9% | -13.4% | -10.9% |
| 30D | -10.9% | +0.6% | -11.5% | -11.8% |
| 3M | +14.1% | -3.2% | +17.3% | +14.2% |
| 6M | +37.5% | +17.0% | +20.5% | +22.6% |
| YTD | +38.0% | +41.7% | -3.6% | +10.0% |
| 1Y | +46.5% | +90.0% | -43.4% | -3.8% |
| 3Y | +2.5% | +47.0% | -44.5% | -23.4% |
| All | -64.7% | +58.3% | -122.9% | -75.7% |
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