+1,675.0%
JBHT vs EFV
+258.8%
+1,416.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +4.9% | +1.5% | +3.4% | +3.8% |
| 30D | +0.6% | +1.7% | -1.2% | -0.7% |
| 3M | -3.2% | +8.6% | -11.8% | -9.1% |
| 6M | +17.0% | +11.7% | +5.3% | +7.6% |
| YTD | +41.7% | +19.3% | +22.4% | +24.0% |
| 1Y | +90.0% | +30.2% | +59.8% | +56.1% |
| 3Y | +47.0% | +91.6% | -44.6% | -9.5% |
| 5Y | +58.3% | +96.4% | -38.1% | -4.7% |
| 10Y | +273.9% | +166.5% | +107.4% | +78.7% |
| All | +1,675.0% | +258.8% | +1,416.2% | +560.1% |
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