-81.3%
EOSE vs JBHT
+92.4%
-173.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.8% |
| 7D | +6.8% | +0.2% | +6.6% | +7.0% |
| 30D | -25.4% | -2.2% | -23.2% | -24.5% |
| 3M | -54.7% | -16.5% | -38.2% | -51.4% |
| 6M | -76.5% | -8.4% | -68.1% | -76.1% |
| YTD | -83.6% | +16.1% | -99.7% | -85.1% |
| 1Y | -89.7% | +31.9% | -121.6% | -91.1% |
| 3Y | +38.7% | +34.1% | +4.6% | +10.6% |
| 5Y | -82.9% | +20.1% | -103.0% | -86.2% |
| All | -81.3% | +92.4% | -173.7% | -80.2% |
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