-30.7%
EFX vs JBHT
+22.5%
-53.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | -0.8% | +7.0% | -7.8% | -3.5% |
| 30D | +25.1% | +0.5% | +24.6% | +24.8% |
| 3M | +1.7% | -17.4% | +19.0% | +8.7% |
| 6M | +18.4% | -1.7% | +20.1% | +16.8% |
| YTD | -12.5% | +20.7% | -33.2% | -21.7% |
| 1Y | -8.1% | +41.1% | -49.2% | -23.4% |
| 3Y | +4.8% | +38.0% | -33.2% | -15.1% |
| All | -30.7% | +22.5% | -53.2% | -42.8% |
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 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