+140.1%
JBHT vs EQH
+232.3%
-92.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | +4.9% | +5.5% | -0.6% | +2.8% |
| 30D | +0.6% | +3.2% | -2.7% | -0.8% |
| 3M | -3.2% | +32.5% | -35.7% | -13.7% |
| 6M | +17.0% | +33.7% | -16.8% | +3.3% |
| YTD | +41.7% | +13.4% | +28.2% | +32.8% |
| 1Y | +90.0% | +0.6% | +89.4% | +85.8% |
| 3Y | +47.0% | +95.1% | -48.2% | +9.8% |
| 5Y | +58.3% | +92.7% | -34.4% | +15.9% |
| All | +140.1% | +232.3% | -92.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling