-8.8%
EFX vs JBHT
+31.8%
-40.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.4% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +29.2% | -2.2% | +31.3% | +29.8% |
| 3M | +3.5% | -16.5% | +19.9% | +6.7% |
| 6M | +7.8% | -8.4% | +16.2% | +8.0% |
| YTD | -12.4% | +16.1% | -28.5% | -17.7% |
| All | -8.8% | +31.8% | -40.6% | -17.6% |
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