+310.8%
EAT vs JBHT
+182.5%
+128.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.9% |
| 7D | -4.0% | +7.0% | -11.0% | -7.7% |
| 30D | -2.9% | +0.5% | -3.4% | -3.5% |
| 3M | -16.9% | -17.4% | +0.5% | -8.9% |
| 6M | +57.0% | -1.7% | +58.7% | +54.0% |
| YTD | +38.2% | +20.7% | +17.5% | +18.3% |
| 1Y | +69.3% | +41.1% | +28.2% | +31.3% |
| 3Y | +483.0% | +38.0% | +445.0% | +329.1% |
| 5Y | +364.1% | +22.5% | +341.7% | +261.5% |
| All | +310.8% | +182.5% | +128.4% | +76.9% |
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