+219.4%
EWY vs JBHT
+192.0%
+27.4%
-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% | +0.4% | -6.7% | -6.3% |
| 30D | -19.8% | -2.0% | -17.9% | -19.3% |
| 3M | -14.4% | -16.3% | +1.8% | -9.3% |
| 6M | -25.3% | -8.2% | -17.0% | -23.7% |
| YTD | +46.2% | +16.3% | +29.9% | +37.1% |
| 1Y | +58.3% | +32.2% | +26.1% | +41.8% |
| 3Y | +155.0% | +34.4% | +120.6% | +118.9% |
| 5Y | +99.5% | +20.3% | +79.1% | +74.6% |
| 10Y | +219.4% | +185.2% | +34.2% | +105.3% |
| All | +219.4% | +192.0% | +27.4% | +105.3% |
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