-32.8%
EFX vs JBHT
+58.3%
-91.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -7.5% |
| 7D | -8.6% | +4.9% | -13.5% | -10.5% |
| 30D | +0.1% | +0.6% | -0.5% | -0.5% |
| 3M | +3.8% | -3.2% | +7.0% | +4.5% |
| 6M | -13.5% | +17.0% | -30.5% | -20.2% |
| YTD | -17.7% | +41.7% | -59.3% | -30.4% |
| 1Y | -25.6% | +90.0% | -115.6% | -45.8% |
| 3Y | -12.1% | +47.0% | -59.1% | -29.1% |
| All | -32.8% | +58.3% | -91.1% | -48.9% |
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