+231.1%
EW vs JBHT
+194.3%
+36.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.0% | +2.4% |
| 7D | +6.8% | -1.4% | +8.1% | +7.1% |
| 30D | +16.6% | -3.1% | +19.7% | +17.4% |
| 3M | +13.3% | -19.5% | +32.9% | +19.0% |
| 6M | +21.6% | -9.6% | +31.2% | +22.9% |
| YTD | +18.3% | +13.3% | +5.0% | +11.3% |
| 1Y | +21.7% | +29.7% | -8.0% | +10.0% |
| 3Y | +50.3% | +28.3% | +22.0% | +31.1% |
| 5Y | -15.0% | +18.5% | -33.5% | -25.4% |
| All | +231.1% | +194.3% | +36.8% | +112.4% |
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