-66.7%
EL vs JBHT
+15.0%
-81.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.4% | -2.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.4% |
| 30D | +15.3% | -3.1% | +18.4% | +16.8% |
| 3M | +24.2% | -19.5% | +43.8% | +35.7% |
| 6M | +30.9% | -9.6% | +40.5% | +33.7% |
| YTD | +3.9% | +13.3% | -9.4% | -6.0% |
| 1Y | +19.9% | +29.7% | -9.8% | +1.3% |
| 3Y | +2.5% | +28.3% | -25.8% | -17.0% |
| 5Y | -66.7% | +18.5% | -85.2% | -73.1% |
| All | -66.7% | +15.0% | -81.7% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling