+134.9%
JBHT vs EQH
+226.9%
-92.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +2.9% | +1.1% | +1.8% | +2.5% |
| 30D | +0.6% | -1.1% | +1.7% | +0.9% |
| 3M | -6.6% | +25.0% | -31.6% | -14.9% |
| 6M | +23.6% | +33.9% | -10.3% | +9.1% |
| YTD | +38.6% | +11.6% | +27.0% | +30.7% |
| 1Y | +91.5% | +1.5% | +90.0% | +86.5% |
| 3Y | +49.3% | +96.7% | -47.4% | +11.2% |
| 5Y | +62.3% | +93.9% | -31.5% | +18.6% |
| All | +134.9% | +226.9% | -92.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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