+62.4%
JBHT vs EQH
+92.7%
-30.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +7.1% | +5.4% | +1.7% | +4.9% |
| 30D | +2.3% | +1.0% | +1.3% | +1.8% |
| 3M | -4.5% | +26.7% | -31.2% | -13.8% |
| 6M | +29.2% | +34.4% | -5.1% | +13.2% |
| YTD | +42.2% | +11.5% | +30.7% | +34.0% |
| 1Y | +93.7% | +0.4% | +93.3% | +90.0% |
| 3Y | +53.2% | +96.5% | -43.3% | +12.0% |
| 5Y | +62.4% | +93.4% | -30.9% | +16.0% |
| All | +62.4% | +92.7% | -30.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling