+1,582.2%
EL vs JBHT
+8,930.2%
-7,347.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.3% |
| 7D | +0.8% | +4.9% | -4.1% | -0.4% |
| 30D | +19.8% | +0.6% | +19.3% | +19.5% |
| 3M | +25.7% | -3.2% | +28.9% | +26.3% |
| 6M | +5.4% | +17.0% | -11.5% | +0.7% |
| YTD | +0.2% | +41.7% | -41.4% | -8.7% |
| 1Y | +20.4% | +90.0% | -69.5% | +1.3% |
| 3Y | -32.1% | +47.0% | -79.1% | -39.5% |
| 5Y | -67.2% | +58.3% | -125.5% | -71.4% |
| 10Y | +31.7% | +273.9% | -242.2% | -5.4% |
| All | +1,582.2% | +8,930.2% | -7,347.9% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling