+2,754.4%
EQT vs JBHT
+9,517.0%
-6,762.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | -8.7% | +0.2% | -8.9% | -8.7% |
| 30D | -5.2% | -2.2% | -3.1% | -4.9% |
| 3M | -3.1% | -16.5% | +13.3% | -0.3% |
| 6M | -10.3% | -8.4% | -1.8% | -9.5% |
| YTD | -5.8% | +16.1% | -21.8% | -9.3% |
| 1Y | -12.9% | +31.9% | -44.8% | -18.2% |
| 3Y | +32.0% | +34.1% | -2.1% | +21.2% |
| 5Y | +164.6% | +20.1% | +144.5% | +146.3% |
| 10Y | +53.3% | +184.7% | -131.4% | +21.7% |
| All | +2,754.4% | +9,517.0% | -6,762.6% | +1,527.8% |
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