+35.9%
EIX vs JBHT
+182.5%
-146.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.2% |
| 7D | +1.4% | +7.0% | -5.7% | -0.3% |
| 30D | +8.5% | +0.5% | +8.0% | +8.3% |
| 3M | -13.5% | -17.4% | +3.9% | -10.0% |
| 6M | -12.4% | -1.7% | -10.6% | -13.4% |
| YTD | +5.9% | +20.7% | -14.8% | -1.7% |
| 1Y | +7.6% | +41.1% | -33.5% | -4.6% |
| 3Y | +12.8% | +38.0% | -25.2% | -2.8% |
| 5Y | +19.2% | +22.5% | -3.2% | +4.1% |
| All | +35.9% | +182.5% | -146.6% | -12.7% |
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