+371.1%
EWT vs JBHT
+192.4%
+178.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | -11.7% | -1.6% | -10.1% | -11.3% |
| 30D | -23.2% | -2.3% | -20.9% | -22.8% |
| 3M | -12.5% | -18.5% | +6.0% | -8.2% |
| 6M | -5.9% | -11.3% | +5.4% | -3.9% |
| YTD | +40.5% | +12.6% | +27.9% | +33.9% |
| 1Y | +43.7% | +29.8% | +14.0% | +31.6% |
| 3Y | +136.6% | +28.1% | +108.5% | +111.3% |
| 5Y | +105.1% | +17.7% | +87.4% | +84.0% |
| All | +371.1% | +192.4% | +178.7% | +273.2% |
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