+199.8%
ETSY vs JBHT
+163.9%
+35.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | +1.1% | -1.6% | +2.7% | +2.0% |
| 30D | +25.8% | -2.3% | +28.1% | +27.4% |
| 3M | +9.3% | -18.5% | +27.8% | +19.3% |
| 6M | +38.4% | -11.3% | +49.7% | +43.0% |
| YTD | +62.2% | +12.6% | +49.6% | +46.0% |
| 1Y | +58.3% | +29.8% | +28.6% | +32.0% |
| 3Y | +42.6% | +28.1% | +14.5% | +13.8% |
| 5Y | -65.4% | +17.7% | -83.1% | -71.1% |
| 10Y | +685.4% | +196.1% | +489.3% | +258.5% |
| All | +199.8% | +163.9% | +35.8% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling