+462.7%
EWT vs JBHT
+183.5%
+279.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.7% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | -12.3% | -0.1% | -12.2% | -12.3% |
| 3M | -3.6% | -14.0% | +10.4% | -0.2% |
| 6M | +3.1% | -5.1% | +8.2% | +3.5% |
| YTD | +57.7% | +18.0% | +39.7% | +48.4% |
| 1Y | +60.3% | +36.5% | +23.7% | +44.8% |
| 3Y | +163.4% | +34.8% | +128.6% | +131.9% |
| 5Y | +127.4% | +21.4% | +106.0% | +102.3% |
| 10Y | +462.7% | +178.0% | +284.7% | +294.5% |
| All | +462.7% | +183.5% | +279.2% | +294.5% |
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