+98.5%
EWY vs JBHT
+22.5%
+76.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.5% |
| 7D | +4.2% | +7.0% | -2.8% | +2.0% |
| 30D | -10.7% | +0.5% | -11.2% | -10.9% |
| 3M | -20.1% | -17.4% | -2.7% | -15.4% |
| 6M | -24.3% | -1.7% | -22.6% | -24.6% |
| YTD | +46.9% | +20.7% | +26.1% | +37.2% |
| 1Y | +55.2% | +41.1% | +14.1% | +38.3% |
| 3Y | +157.0% | +38.0% | +119.0% | +123.4% |
| All | +98.5% | +22.5% | +76.0% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling