+250.6%
ELF vs JBHT
+15.0%
+235.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.2% | -1.7% |
| 7D | -2.7% | -1.4% | -1.4% | -2.1% |
| 30D | +6.9% | -3.1% | +9.9% | +8.3% |
| 3M | +27.2% | -19.5% | +46.7% | +39.0% |
| 6M | +84.9% | -9.6% | +94.4% | +89.9% |
| YTD | +44.5% | +13.3% | +31.2% | +32.1% |
| 1Y | -6.8% | +29.7% | -36.5% | -20.3% |
| 3Y | +14.2% | +28.3% | -14.1% | -4.6% |
| 5Y | +250.6% | +18.5% | +232.2% | +185.5% |
| All | +250.6% | +15.0% | +235.6% | +185.5% |
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