+3,033.3%
EQT vs JBHT
+11,382.3%
-8,349.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +1.1% | +0.9% | +0.2% | +0.8% |
| 3M | +4.8% | -4.4% | +9.2% | +5.3% |
| 6M | -10.6% | +24.5% | -35.1% | -14.6% |
| YTD | +3.4% | +38.6% | -35.1% | -3.3% |
| 1Y | +8.7% | +97.2% | -88.5% | -5.6% |
| 3Y | +35.0% | +49.3% | -14.4% | +21.7% |
| 5Y | +204.2% | +61.4% | +142.9% | +169.0% |
| 10Y | +52.5% | +277.0% | -224.5% | +15.7% |
| All | +3,033.3% | +11,382.3% | -8,349.0% | +1,634.8% |
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