+392.9%
EAT vs JBHT
+272.5%
+120.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -1.1% |
| 7D | 0.0% | +4.9% | -4.9% | -2.9% |
| 30D | +1.9% | +0.6% | +1.3% | +1.1% |
| 3M | +68.7% | -3.2% | +71.9% | +70.0% |
| 6M | +66.9% | +17.0% | +49.9% | +49.3% |
| YTD | +60.4% | +41.7% | +18.8% | +27.2% |
| 1Y | +44.0% | +90.0% | -46.0% | -7.9% |
| 3Y | +604.7% | +47.0% | +557.7% | +413.0% |
| 5Y | +347.0% | +58.3% | +288.7% | +196.3% |
| All | +392.9% | +272.5% | +120.4% | +92.8% |
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