+377.9%
EAT vs JBHT
+192.4%
+185.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -2.6% | -1.6% | -1.0% | -1.7% |
| 30D | +11.5% | -2.3% | +13.8% | +12.7% |
| 3M | -9.1% | -18.5% | +9.4% | +0.4% |
| 6M | +40.4% | -11.3% | +51.7% | +46.2% |
| YTD | +43.9% | +12.6% | +31.4% | +28.4% |
| 1Y | +101.9% | +29.8% | +72.2% | +64.4% |
| 3Y | +489.9% | +28.1% | +461.8% | +353.4% |
| 5Y | +362.6% | +17.7% | +345.0% | +266.5% |
| All | +377.9% | +192.4% | +185.5% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling