-25.4%
ELAN vs JBHT
+97.0%
-122.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.0% |
| 7D | +11.4% | +0.2% | +11.1% | +11.3% |
| 30D | +17.1% | -2.2% | +19.3% | +18.1% |
| 3M | +21.3% | -16.5% | +37.8% | +29.3% |
| 6M | +13.5% | -8.4% | +21.9% | +15.7% |
| YTD | +18.6% | +16.1% | +2.5% | +8.5% |
| 1Y | +24.9% | +31.9% | -7.0% | +7.8% |
| 3Y | +161.6% | +34.1% | +127.5% | +115.2% |
| 5Y | -18.9% | +20.1% | -39.0% | -31.1% |
| All | -25.4% | +97.0% | -122.4% | -55.7% |
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