+51.9%
EWY vs JBHT
+32.1%
+19.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.5% |
| 7D | -6.3% | +0.4% | -6.7% | -6.2% |
| 30D | -19.8% | -2.0% | -17.9% | -19.3% |
| 3M | -14.4% | -16.3% | +1.8% | -8.7% |
| 6M | -25.3% | -8.2% | -17.0% | -24.5% |
| YTD | +46.2% | +16.3% | +29.9% | +32.0% |
| All | +51.9% | +32.1% | +19.8% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling