+28.4%
EL vs JBHT
+33.2%
-4.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | +7.6% | +0.9% | +6.7% | +7.4% |
| 30D | +15.7% | -1.1% | +16.8% | +16.0% |
| 3M | +30.5% | -14.8% | +45.3% | +35.3% |
| 6M | +32.5% | -7.4% | +40.0% | +31.0% |
| YTD | +9.4% | +17.3% | -7.9% | -8.5% |
| 1Y | +28.4% | +35.3% | -7.0% | -3.0% |
| All | +28.4% | +33.2% | -4.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling