-31.3%
EFX vs JBHT
+17.1%
-48.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | +33.1% | -2.3% | +35.4% | +34.3% |
| 3M | +8.2% | -18.5% | +26.6% | +16.2% |
| 6M | +10.2% | -11.3% | +21.4% | +13.4% |
| YTD | -11.8% | +12.6% | -24.4% | -18.8% |
| 1Y | -6.1% | +29.8% | -35.8% | -19.0% |
| 3Y | +7.5% | +28.1% | -20.6% | -10.2% |
| All | -31.3% | +17.1% | -48.3% | -42.4% |
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