+56.6%
EWZ vs JBHT
+15.0%
+41.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.9% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -26.1% | -3.1% | -23.1% | -25.7% |
| 3M | -12.0% | -19.5% | +7.5% | -8.8% |
| 6M | -19.3% | -9.6% | -9.7% | -18.6% |
| YTD | +0.9% | +13.3% | -12.4% | -2.9% |
| 1Y | +3.4% | +29.7% | -26.3% | -3.1% |
| 3Y | +18.6% | +28.3% | -9.7% | +9.0% |
| 5Y | +56.6% | +18.5% | +38.1% | +39.3% |
| All | +56.6% | +15.0% | +41.6% | +39.3% |
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