+95.6%
JBHT vs ESTC
+20.3%
+75.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.6% | -2.7% |
| 7D | -1.4% | -18.5% | +17.1% | +1.3% |
| 30D | -3.1% | -11.0% | +7.9% | -1.7% |
| 3M | -19.5% | +20.8% | -40.3% | -22.2% |
| 6M | -9.6% | +67.9% | -77.5% | -16.9% |
| YTD | +13.3% | +11.6% | +1.7% | +9.4% |
| 1Y | +29.7% | -3.3% | +32.9% | +27.4% |
| 3Y | +28.3% | +16.4% | +11.9% | +18.0% |
| 5Y | +18.5% | -49.9% | +68.3% | +15.6% |
| All | +95.6% | +20.3% | +75.4% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling