+52.9%
EQT vs JBHT
+276.4%
-223.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | +7.1% | -8.0% | -3.0% |
| 30D | +6.6% | +2.3% | +4.3% | +5.6% |
| 3M | +4.4% | -4.5% | +8.9% | +5.2% |
| 6M | -10.5% | +29.2% | -39.7% | -18.7% |
| YTD | +3.7% | +42.2% | -38.4% | -9.2% |
| 1Y | +9.9% | +93.7% | -83.9% | -15.1% |
| 3Y | +35.4% | +53.2% | -17.8% | +10.7% |
| 5Y | +189.2% | +62.4% | +126.8% | +123.9% |
| All | +52.9% | +276.4% | -223.5% | -28.5% |
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 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