+250.0%
EQX vs JBHT
+221.2%
+28.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.7% |
| 7D | -1.4% | +4.9% | -6.3% | -2.0% |
| 30D | +24.4% | +0.6% | +23.8% | +24.2% |
| 3M | +11.6% | -3.2% | +14.8% | +11.8% |
| 6M | -25.0% | +17.0% | -41.9% | -26.9% |
| YTD | -8.4% | +41.7% | -50.0% | -12.6% |
| 1Y | +43.4% | +90.0% | -46.6% | +32.0% |
| 3Y | +162.0% | +47.0% | +115.0% | +147.1% |
| 5Y | +70.1% | +58.3% | +11.8% | +58.0% |
| All | +250.0% | +221.2% | +28.9% | +304.4% |
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 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