+9,278.3%
JBHT vs ES
+1,247.8%
+8,030.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | +1.7% | +5.3% | -3.6% | +0.1% |
| 30D | -1.2% | +8.9% | -10.1% | -3.7% |
| 3M | -17.1% | -1.9% | -15.2% | -16.8% |
| 6M | -4.4% | +3.9% | -8.3% | -5.9% |
| YTD | +17.5% | +8.3% | +9.2% | +14.0% |
| 1Y | +32.6% | -0.1% | +32.7% | +31.4% |
| 3Y | +33.0% | +46.0% | -13.0% | +15.5% |
| 5Y | +20.3% | +3.1% | +17.3% | +15.2% |
| 10Y | +209.1% | +88.4% | +120.7% | +142.7% |
| All | +9,278.3% | +1,247.8% | +8,030.5% | +4,369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling