-90.2%
EOSE vs JBHT
+31.8%
-122.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +7.2% |
| 7D | +6.8% | +0.2% | +6.6% | +6.9% |
| 30D | -25.4% | -2.2% | -23.2% | -24.9% |
| 3M | -54.7% | -16.5% | -38.2% | -53.1% |
| 6M | -76.5% | -8.4% | -68.1% | -76.4% |
| YTD | -83.6% | +16.1% | -99.7% | -85.7% |
| All | -90.2% | +31.8% | -122.0% | -91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling