+31.2%
EIX vs JBHT
+194.3%
-163.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.1% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | +14.1% | -3.1% | +17.1% | +14.8% |
| 3M | -9.4% | -19.5% | +10.1% | -5.2% |
| 6M | -9.1% | -9.6% | +0.5% | -8.3% |
| YTD | +7.1% | +13.3% | -6.2% | +1.0% |
| 1Y | +13.3% | +29.7% | -16.4% | +2.7% |
| 3Y | +10.9% | +28.3% | -17.4% | -2.6% |
| 5Y | +21.0% | +18.5% | +2.5% | +6.2% |
| All | +31.2% | +194.3% | -163.0% | -6.8% |
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