-11.1%
EFX vs JBHT
+47.5%
-58.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -7.2% |
| 7D | -8.6% | +4.9% | -13.5% | -10.1% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | +3.8% | -3.2% | +7.0% | +4.4% |
| 6M | -13.5% | +17.0% | -30.5% | -18.8% |
| YTD | -17.7% | +41.7% | -59.3% | -27.8% |
| 1Y | -25.6% | +90.0% | -115.6% | -41.9% |
| All | -11.1% | +47.5% | -58.6% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling