+35.4%
EIX vs JBHT
+176.2%
-140.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.5% | +4.2% | -5.6% | -2.5% |
| 30D | +8.1% | -0.4% | +8.5% | +8.1% |
| 3M | -12.1% | -17.3% | +5.2% | -8.6% |
| 6M | -13.4% | -3.5% | -9.9% | -14.1% |
| YTD | +5.6% | +18.0% | -12.5% | -1.5% |
| 1Y | +7.8% | +35.5% | -27.7% | -3.4% |
| 3Y | +9.8% | +34.8% | -24.9% | -4.8% |
| 5Y | +18.8% | +19.7% | -0.9% | +4.4% |
| All | +35.4% | +176.2% | -140.7% | -12.5% |
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