+11,207.6%
JBHT vs ES
+1,243.3%
+9,964.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +0.6% | -2.0% | +2.5% | +1.1% |
| 3M | -3.2% | +1.7% | -4.9% | -3.8% |
| 6M | +17.0% | -3.5% | +20.5% | +17.8% |
| YTD | +41.7% | +7.9% | +33.7% | +37.7% |
| 1Y | +90.0% | +17.2% | +72.8% | +79.0% |
| 3Y | +47.0% | +29.3% | +17.7% | +32.5% |
| 5Y | +58.3% | -5.7% | +64.1% | +55.8% |
| 10Y | +273.9% | +85.2% | +188.7% | +195.1% |
| All | +11,207.6% | +1,243.3% | +9,964.3% | +5,298.4% |
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