+153.0%
EWT vs JBHT
+58.3%
+94.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.2% |
| 7D | +4.0% | +4.9% | -0.9% | +2.7% |
| 30D | +10.3% | +0.6% | +9.7% | +10.1% |
| 3M | +6.1% | -3.2% | +9.3% | +6.6% |
| 6M | +56.6% | +17.0% | +39.7% | +49.5% |
| YTD | +76.6% | +41.7% | +34.9% | +60.3% |
| 1Y | +97.9% | +90.0% | +7.9% | +65.2% |
| 3Y | +198.0% | +47.0% | +151.0% | +160.4% |
| All | +153.0% | +58.3% | +94.7% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling