+187.8%
JBHT vs ES
+85.7%
+102.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | -2.3% | +7.1% | -9.3% | -4.4% |
| 3M | -18.5% | -1.9% | -16.5% | -18.1% |
| 6M | -11.3% | +4.4% | -15.6% | -12.8% |
| YTD | +12.6% | +7.3% | +5.2% | +9.3% |
| 1Y | +29.8% | +2.1% | +27.6% | +27.5% |
| 3Y | +28.1% | +41.8% | -13.8% | +10.4% |
| 5Y | +17.7% | +1.4% | +16.2% | +13.0% |
| All | +187.8% | +85.7% | +102.0% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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