-61.5%
EOSE vs JBHT
+134.8%
-196.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.0% | +9.8% |
| 7D | +19.0% | +4.9% | +14.1% | +17.1% |
| 30D | +1.6% | +0.6% | +1.0% | +1.6% |
| 3M | -52.0% | -3.2% | -48.8% | -51.7% |
| 6M | -42.5% | +17.0% | -59.5% | -46.7% |
| YTD | -66.1% | +41.7% | -107.8% | -71.4% |
| 1Y | -47.1% | +90.0% | -137.1% | -61.8% |
| 3Y | +0.8% | +47.0% | -46.2% | -19.4% |
| 5Y | -71.7% | +58.3% | -130.0% | -78.6% |
| All | -61.5% | +134.8% | -196.3% | -62.1% |
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