-82.0%
EOSE vs JBHT
+95.7%
-177.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.7% | +4.2% | -7.9% | -5.2% |
| 30D | -22.0% | -0.4% | -21.6% | -21.6% |
| 3M | -57.3% | -17.3% | -40.0% | -54.0% |
| 6M | -77.7% | -3.5% | -74.2% | -77.7% |
| YTD | -84.2% | +18.0% | -102.2% | -85.7% |
| 1Y | -89.5% | +35.5% | -125.0% | -91.1% |
| 3Y | +41.4% | +34.8% | +6.6% | +13.1% |
| 5Y | -83.0% | +19.7% | -102.7% | -86.4% |
| All | -82.0% | +95.7% | -177.7% | -81.1% |
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 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