+634.4%
EAT vs JBHT
+47.5%
+586.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.4% |
| 7D | 0.0% | +4.9% | -4.9% | -1.7% |
| 30D | +1.9% | +0.6% | +1.3% | +1.5% |
| 3M | +68.7% | -3.2% | +71.9% | +69.7% |
| 6M | +66.9% | +17.0% | +49.9% | +56.6% |
| YTD | +60.4% | +41.7% | +18.8% | +40.7% |
| 1Y | +44.0% | +90.0% | -46.0% | +12.8% |
| All | +634.4% | +47.5% | +586.8% | +501.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling