+219.4%
EWY vs JBHT
+191.4%
+28.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.6% |
| 7D | -6.3% | +0.2% | -6.5% | -6.2% |
| 30D | -19.8% | -2.2% | -17.7% | -19.2% |
| 3M | -14.4% | -16.5% | +2.0% | -9.2% |
| 6M | -25.3% | -8.4% | -16.9% | -23.7% |
| YTD | +46.2% | +16.1% | +30.1% | +37.1% |
| 1Y | +58.3% | +31.9% | +26.3% | +41.9% |
| 3Y | +155.0% | +34.1% | +120.9% | +119.1% |
| 5Y | +99.5% | +20.1% | +79.4% | +74.7% |
| 10Y | +219.4% | +184.7% | +34.8% | +105.5% |
| All | +219.4% | +191.4% | +28.0% | +105.5% |
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