+7,081.5%
EFX vs JBHT
+9,288.5%
-2,206.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.7% |
| 7D | +8.1% | -1.4% | +9.4% | +8.4% |
| 30D | +36.0% | -3.1% | +39.1% | +37.0% |
| 3M | +9.6% | -19.5% | +29.1% | +14.8% |
| 6M | +14.7% | -9.6% | +24.3% | +16.6% |
| YTD | -9.9% | +13.3% | -23.2% | -13.4% |
| 1Y | -5.4% | +29.7% | -35.1% | -12.1% |
| 3Y | +9.3% | +28.3% | -19.0% | +0.4% |
| 5Y | -29.1% | +18.5% | -47.6% | -33.9% |
| 10Y | +72.5% | +198.1% | -125.6% | +30.1% |
| All | +7,081.5% | +9,288.5% | -2,206.9% | +2,633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling