+59.9%
JBHT vs ESTC
-46.4%
+106.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.4% |
| 7D | +4.9% | -8.1% | +13.0% | +6.0% |
| 30D | +0.6% | +31.7% | -31.1% | -3.5% |
| 3M | -3.2% | +41.1% | -44.3% | -8.2% |
| 6M | +17.0% | +77.1% | -60.1% | +6.8% |
| YTD | +41.7% | +21.7% | +20.0% | +35.8% |
| 1Y | +90.0% | +8.4% | +81.6% | +84.3% |
| 3Y | +47.0% | +23.6% | +23.4% | +34.3% |
| All | +59.9% | -46.4% | +106.2% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling