+7,608.4%
EOG vs JBHT
+11,637.0%
-4,028.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +1.3% | +4.9% | -3.6% | +0.3% |
| 30D | +8.2% | +0.6% | +7.6% | +7.9% |
| 3M | +3.8% | -3.2% | +7.0% | +4.1% |
| 6M | +15.3% | +17.0% | -1.6% | +10.7% |
| YTD | +41.7% | +41.7% | +0.1% | +30.6% |
| 1Y | +23.6% | +90.0% | -66.4% | +6.3% |
| 3Y | +23.3% | +47.0% | -23.7% | +10.2% |
| 5Y | +170.4% | +58.3% | +112.1% | +135.8% |
| 10Y | +125.5% | +273.9% | -148.4% | +67.2% |
| All | +7,608.4% | +11,637.0% | -4,028.6% | +4,350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling