+129.5%
EW vs JBHT
+272.5%
-143.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | -0.3% | +4.9% | -5.2% | -1.7% |
| 30D | +1.0% | +0.6% | +0.5% | +0.7% |
| 3M | +2.8% | -3.2% | +6.0% | +3.2% |
| 6M | +5.5% | +17.0% | -11.5% | -0.1% |
| YTD | +5.5% | +41.7% | -36.2% | -5.7% |
| 1Y | +11.0% | +90.0% | -78.9% | -9.8% |
| 3Y | +17.7% | +47.0% | -29.3% | +0.6% |
| 5Y | -25.7% | +58.3% | -84.1% | -39.6% |
| All | +129.5% | +272.5% | -143.1% | +47.4% |
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