+831.8%
EWY vs JBHT
+6,669.6%
-5,837.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.6% | -9.9% | -12.2% |
| 7D | -18.6% | -1.4% | -17.3% | -18.1% |
| 30D | -29.4% | -3.1% | -26.3% | -28.6% |
| 3M | -22.2% | -19.5% | -2.6% | -16.1% |
| 6M | -24.1% | -9.6% | -14.5% | -22.0% |
| YTD | +35.4% | +13.3% | +22.1% | +27.9% |
| 1Y | +39.3% | +29.7% | +9.6% | +25.0% |
| 3Y | +137.0% | +28.3% | +108.7% | +105.5% |
| 5Y | +83.9% | +18.5% | +65.5% | +60.9% |
| 10Y | +192.4% | +198.1% | -5.7% | +72.4% |
| All | +831.8% | +6,669.6% | -5,837.8% | +111.9% |
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