+22.7%
EIX vs JBHT
+58.3%
-35.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | -19.1% | +4.9% | -24.0% | -19.8% |
| 30D | -16.9% | +0.6% | -17.5% | -17.2% |
| 3M | -20.0% | -3.2% | -16.8% | -19.8% |
| 6M | -21.3% | +17.0% | -38.3% | -24.1% |
| YTD | -1.7% | +41.7% | -43.4% | -8.7% |
| 1Y | +9.6% | +90.0% | -80.4% | -4.6% |
| 3Y | -3.7% | +47.0% | -50.7% | -13.3% |
| All | +22.7% | +58.3% | -35.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling