+28.9%
JBHT vs ESTC
+15.4%
+13.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.6% | -2.9% |
| 7D | -1.4% | -18.5% | +17.1% | +0.7% |
| 30D | -3.1% | -11.0% | +7.9% | -2.0% |
| 3M | -19.5% | +20.8% | -40.3% | -21.7% |
| 6M | -9.6% | +67.9% | -77.5% | -15.5% |
| YTD | +13.3% | +11.6% | +1.7% | +10.9% |
| 1Y | +29.7% | -3.3% | +32.9% | +29.1% |
| All | +28.9% | +15.4% | +13.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling