-82.7%
EOSE vs JBHT
+86.6%
-169.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.8% | -7.2% |
| 7D | -7.9% | -1.6% | -6.3% | -7.2% |
| 30D | -43.9% | -2.3% | -41.6% | -43.3% |
| 3M | -55.8% | -18.5% | -37.4% | -52.2% |
| 6M | -73.4% | -11.3% | -62.1% | -72.5% |
| YTD | -84.8% | +12.6% | -97.4% | -86.0% |
| 1Y | -88.6% | +29.8% | -118.4% | -90.1% |
| 3Y | -2.8% | +28.1% | -30.9% | -20.8% |
| 5Y | -84.6% | +17.7% | -102.3% | -87.4% |
| All | -82.7% | +86.6% | -169.3% | -81.5% |
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