+495.8%
EWT vs JBHT
+276.8%
+219.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +1.6% | +7.1% | -5.5% | -0.3% |
| 30D | +8.2% | +2.3% | +5.9% | +7.4% |
| 3M | +11.1% | -4.5% | +15.5% | +12.1% |
| 6M | +60.4% | +29.2% | +31.2% | +48.6% |
| YTD | +75.6% | +42.2% | +33.4% | +58.0% |
| 1Y | +91.3% | +93.7% | -2.4% | +56.5% |
| 3Y | +200.3% | +53.2% | +147.1% | +156.8% |
| 5Y | +156.4% | +62.4% | +94.0% | +111.0% |
| 10Y | +495.8% | +274.7% | +221.1% | +268.8% |
| All | +495.8% | +276.8% | +219.0% | +268.8% |
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