+181.7%
EQX vs JBHT
+173.7%
+8.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -10.5% | +7.0% | -17.5% | -11.3% |
| 30D | +0.2% | +0.5% | -0.3% | +0.1% |
| 3M | -7.9% | -17.4% | +9.4% | -5.9% |
| 6M | -28.6% | -1.7% | -26.9% | -28.9% |
| YTD | -26.3% | +20.7% | -47.0% | -28.3% |
| 1Y | -20.2% | +41.1% | -61.3% | -23.8% |
| 3Y | +131.1% | +38.0% | +93.1% | +118.9% |
| 5Y | +21.7% | +22.5% | -0.8% | +15.2% |
| All | +181.7% | +173.7% | +8.0% | +231.4% |
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