+134.8%
EWY vs JBHT
+27.4%
+107.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.7% | +4.3% |
| 7D | -10.4% | -1.6% | -8.8% | -9.8% |
| 30D | -25.4% | -2.3% | -23.1% | -25.0% |
| 3M | -16.5% | -18.5% | +1.9% | -11.9% |
| 6M | -24.7% | -11.3% | -13.4% | -22.7% |
| YTD | +40.9% | +12.6% | +28.4% | +36.0% |
| 1Y | +49.8% | +29.8% | +20.1% | +39.9% |
| 3Y | +134.8% | +28.1% | +106.7% | +110.7% |
| All | +134.8% | +27.4% | +107.4% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling