-57.3%
EOSE vs JBHT
+135.7%
-193.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.4% | +10.5% | +10.7% |
| 7D | +41.4% | +7.1% | +34.3% | +38.0% |
| 30D | +3.6% | +2.3% | +1.3% | +3.0% |
| 3M | -35.7% | -4.5% | -31.2% | -35.0% |
| 6M | -29.9% | +29.2% | -59.1% | -37.5% |
| YTD | -62.5% | +42.2% | -104.7% | -68.4% |
| 1Y | -37.4% | +93.7% | -131.1% | -55.2% |
| 3Y | +55.8% | +53.2% | +2.6% | +20.6% |
| 5Y | -67.8% | +62.4% | -130.2% | -75.6% |
| All | -57.3% | +135.7% | -193.0% | -58.0% |
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 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