+18.5%
JBHT vs ES
+5.0%
+13.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.6% | -4.1% |
| 7D | -1.4% | +5.9% | -7.3% | -2.9% |
| 30D | -3.1% | +10.2% | -13.3% | -5.5% |
| 3M | -19.5% | +0.4% | -20.0% | -19.7% |
| 6M | -9.6% | +6.9% | -16.4% | -11.4% |
| YTD | +13.3% | +10.5% | +2.8% | +9.7% |
| 1Y | +29.7% | +3.2% | +26.5% | +27.6% |
| 3Y | +28.3% | +49.0% | -20.7% | +10.2% |
| 5Y | +18.5% | +4.5% | +14.0% | +14.0% |
| All | +18.5% | +5.0% | +13.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling