+13.3%
EFA vs JBHT
+33.2%
-20.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | +1.2% | +0.9% | +0.3% | +1.1% |
| 30D | +0.9% | -1.1% | +2.0% | +1.0% |
| 3M | -3.4% | -14.8% | +11.4% | -1.5% |
| 6M | +2.0% | -7.4% | +9.4% | +1.5% |
| YTD | +10.4% | +17.3% | -6.9% | +3.1% |
| 1Y | +13.3% | +35.3% | -22.1% | +1.8% |
| All | +13.3% | +33.2% | -20.0% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling