+1,319.9%
JBHT vs EFV
+245.4%
+1,074.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -3.1% | +1.2% | -4.2% | -3.9% |
| 3M | -19.5% | -2.1% | -17.5% | -18.3% |
| 6M | -9.6% | +6.4% | -16.0% | -13.9% |
| YTD | +13.3% | +14.8% | -1.5% | +2.0% |
| 1Y | +29.7% | +22.4% | +7.3% | +11.4% |
| 3Y | +28.3% | +86.6% | -58.3% | -19.4% |
| 5Y | +18.5% | +90.4% | -71.9% | -27.0% |
| 10Y | +198.1% | +164.4% | +33.7% | +43.5% |
| All | +1,319.9% | +245.4% | +1,074.5% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling