+235.5%
EW vs JBHT
+192.4%
+43.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.0% | -1.6% | +12.6% | +11.4% |
| 30D | +19.1% | -2.3% | +21.4% | +19.7% |
| 3M | +14.4% | -18.5% | +32.8% | +19.6% |
| 6M | +22.8% | -11.3% | +34.0% | +24.7% |
| YTD | +19.8% | +12.6% | +7.2% | +13.0% |
| 1Y | +23.9% | +29.8% | -5.9% | +11.9% |
| 3Y | +52.2% | +28.1% | +24.1% | +32.7% |
| 5Y | -13.9% | +17.7% | -31.6% | -24.3% |
| All | +235.5% | +192.4% | +43.1% | +115.5% |
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