+392.0%
EAT vs JBHT
+194.3%
+197.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | 0.0% | -1.5% |
| 7D | -3.3% | -1.4% | -1.9% | -2.5% |
| 30D | +11.7% | -3.1% | +14.7% | +13.4% |
| 3M | -5.9% | -19.5% | +13.7% | +4.8% |
| 6M | +46.7% | -9.6% | +56.3% | +51.1% |
| YTD | +48.2% | +13.3% | +34.9% | +31.6% |
| 1Y | +105.4% | +29.7% | +75.7% | +67.4% |
| 3Y | +502.8% | +28.3% | +474.5% | +363.2% |
| 5Y | +376.3% | +18.5% | +357.8% | +275.9% |
| All | +392.0% | +194.3% | +197.7% | +96.2% |
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