+51.9%
EL vs JBHT
+194.3%
-142.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.4% | -2.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.4% |
| 30D | +15.3% | -3.1% | +18.4% | +16.7% |
| 3M | +24.2% | -19.5% | +43.8% | +35.3% |
| 6M | +30.9% | -9.6% | +40.5% | +34.0% |
| YTD | +3.9% | +13.3% | -9.4% | -4.8% |
| 1Y | +19.9% | +29.7% | -9.8% | +3.2% |
| 3Y | +2.5% | +28.3% | -25.8% | -14.3% |
| 5Y | -66.7% | +18.5% | -85.2% | -71.7% |
| All | +51.9% | +194.3% | -142.4% | -1.8% |
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