-31.9%
ELAN vs JBHT
+140.4%
-172.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.9% |
| 7D | +1.6% | +4.9% | -3.3% | -0.5% |
| 30D | -6.6% | +0.6% | -7.1% | -7.1% |
| 3M | -0.8% | -3.2% | +2.4% | -0.1% |
| 6M | +0.2% | +17.0% | -16.7% | -7.3% |
| YTD | +8.3% | +41.7% | -33.4% | -8.2% |
| 1Y | +40.2% | +90.0% | -49.7% | +2.6% |
| 3Y | +97.7% | +47.0% | +50.8% | +58.2% |
| 5Y | -28.3% | +58.3% | -86.6% | -45.6% |
| All | -31.9% | +140.4% | -172.4% | -62.6% |
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