+181.3%
JBHT vs EFV
+159.5%
+21.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | +0.9% | +2.1% | -1.2% | -0.8% |
| 30D | -1.1% | +3.1% | -4.2% | -3.5% |
| 3M | -14.8% | -1.3% | -13.5% | -13.9% |
| 6M | -7.4% | +6.0% | -13.5% | -12.0% |
| YTD | +17.3% | +15.8% | +1.5% | +3.7% |
| 1Y | +35.3% | +21.1% | +14.2% | +15.4% |
| 3Y | +33.9% | +91.0% | -57.1% | -21.6% |
| 5Y | +22.5% | +94.3% | -71.8% | -29.8% |
| 10Y | +181.3% | +160.4% | +20.9% | +30.5% |
| All | +181.3% | +159.5% | +21.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling