-22.6%
ELAN vs JBHT
+17.1%
-39.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.0% |
| 7D | +11.6% | -1.6% | +13.2% | +12.4% |
| 30D | +15.1% | -2.3% | +17.4% | +16.1% |
| 3M | +6.4% | -18.5% | +24.8% | +14.1% |
| 6M | -1.7% | -11.3% | +9.6% | +1.4% |
| YTD | +13.7% | +12.6% | +1.2% | +5.3% |
| 1Y | +19.6% | +29.8% | -10.1% | +3.9% |
| 3Y | +175.0% | +28.1% | +146.9% | +129.2% |
| All | -22.6% | +17.1% | -39.7% | -35.7% |
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 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