+81.1%
EWZ vs JBHT
+272.5%
-191.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.7% |
| 7D | +6.5% | +4.9% | +1.6% | +4.7% |
| 30D | +4.8% | +0.6% | +4.3% | +4.4% |
| 3M | +9.9% | -3.2% | +13.1% | +10.4% |
| 6M | +1.9% | +17.0% | -15.0% | -4.6% |
| YTD | +20.3% | +41.7% | -21.4% | +4.9% |
| 1Y | +35.6% | +90.0% | -54.4% | +4.9% |
| 3Y | +43.4% | +47.0% | -3.5% | +18.5% |
| 5Y | +55.9% | +58.3% | -2.4% | +18.7% |
| All | +81.1% | +272.5% | -191.4% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling