+1,236.8%
EWY vs JBHT
+8,363.1%
-7,126.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.6% |
| 7D | +4.8% | +4.9% | -0.1% | +3.0% |
| 30D | +11.7% | +0.6% | +11.1% | +11.6% |
| 3M | -7.4% | -3.2% | -4.2% | -6.6% |
| 6M | +40.6% | +17.0% | +23.6% | +32.2% |
| YTD | +94.3% | +41.7% | +52.6% | +70.0% |
| 1Y | +164.3% | +90.0% | +74.3% | +105.0% |
| 3Y | +221.0% | +47.0% | +174.0% | +165.9% |
| 5Y | +139.1% | +58.3% | +80.8% | +88.5% |
| 10Y | +298.8% | +273.9% | +24.9% | +117.5% |
| All | +1,236.8% | +8,363.1% | -7,126.2% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling