+251.1%
EQX vs JBHT
+214.2%
+36.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | +1.7% | +2.9% | -1.2% | +1.4% |
| 30D | +11.1% | +0.6% | +10.5% | +10.9% |
| 3M | +23.1% | -6.6% | +29.7% | +23.9% |
| 6M | -21.8% | +23.6% | -45.4% | -24.3% |
| YTD | -8.1% | +38.6% | -46.7% | -12.1% |
| 1Y | +29.7% | +91.5% | -61.8% | +19.3% |
| 3Y | +179.9% | +49.3% | +130.6% | +163.2% |
| 5Y | +82.5% | +62.3% | +20.2% | +69.7% |
| All | +251.1% | +214.2% | +36.9% | +306.7% |
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