+64.9%
EL vs JBHT
+186.6%
-121.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | +7.6% | +0.9% | +6.7% | +7.2% |
| 30D | +15.7% | -1.1% | +16.8% | +16.1% |
| 3M | +30.5% | -14.8% | +45.3% | +38.6% |
| 6M | +32.5% | -7.4% | +40.0% | +34.3% |
| YTD | +9.4% | +17.3% | -7.9% | -1.2% |
| 1Y | +28.4% | +35.3% | -7.0% | +8.4% |
| 3Y | +4.4% | +33.9% | -29.5% | -14.4% |
| 5Y | -64.5% | +22.5% | -87.0% | -70.2% |
| 10Y | +64.9% | +181.3% | -116.5% | -0.3% |
| All | +64.9% | +186.6% | -121.7% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling