-34.6%
ELAN vs JBHT
+135.2%
-169.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.7% |
| 7D | -4.6% | +2.9% | -7.5% | -5.8% |
| 30D | +5.7% | +0.6% | +5.1% | +5.0% |
| 3M | -3.9% | -6.6% | +2.7% | -1.7% |
| 6M | -1.6% | +23.6% | -25.2% | -11.2% |
| YTD | +4.1% | +38.6% | -34.5% | -10.9% |
| 1Y | +25.5% | +91.5% | -66.0% | -8.6% |
| 3Y | +103.2% | +49.3% | +53.9% | +61.2% |
| 5Y | -29.8% | +62.3% | -92.1% | -47.4% |
| All | -34.6% | +135.2% | -169.8% | -63.7% |
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