+452.2%
EWT vs JBHT
+6,947.9%
-6,495.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | -11.7% | -1.6% | -10.1% | -11.2% |
| 30D | -23.2% | -2.3% | -20.9% | -22.7% |
| 3M | -12.5% | -18.5% | +6.0% | -7.4% |
| 6M | -5.9% | -11.3% | +5.4% | -3.5% |
| YTD | +40.5% | +12.6% | +27.9% | +33.1% |
| 1Y | +43.7% | +29.8% | +14.0% | +30.0% |
| 3Y | +136.6% | +28.1% | +108.5% | +107.9% |
| 5Y | +105.1% | +17.7% | +87.4% | +81.3% |
| 10Y | +387.0% | +196.1% | +190.8% | +202.6% |
| All | +452.2% | +6,947.9% | -6,495.8% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling