+52.6%
EWZ vs JBHT
+207.9%
-155.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.3% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | -25.0% | -1.2% | -23.8% | -24.7% |
| 3M | -10.6% | -17.1% | +6.5% | -5.7% |
| 6M | -16.6% | -4.4% | -12.2% | -16.8% |
| YTD | +2.5% | +17.5% | -15.0% | -5.4% |
| 1Y | +8.1% | +32.6% | -24.5% | -4.6% |
| 3Y | +20.4% | +33.0% | -12.6% | +1.6% |
| 5Y | +62.7% | +20.3% | +42.4% | +37.9% |
| 10Y | +52.6% | +209.1% | -156.5% | -6.0% |
| All | +52.6% | +207.9% | -155.3% | -6.0% |
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 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