+206.9%
EQX vs JBHT
+166.0%
+40.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.2% |
| 7D | +12.3% | +0.9% | +11.4% | +12.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.5% |
| 3M | -2.9% | -14.8% | +11.9% | -1.2% |
| 6M | -21.2% | -7.4% | -13.7% | -20.8% |
| YTD | -19.7% | +17.3% | -37.0% | -21.6% |
| 1Y | -7.6% | +35.3% | -43.0% | -11.3% |
| 3Y | +147.3% | +33.9% | +113.3% | +135.1% |
| 5Y | +40.8% | +22.5% | +18.3% | +33.7% |
| All | +206.9% | +166.0% | +40.9% | +262.4% |
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