+328.8%
ELF vs JBHT
+207.8%
+121.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | -1.5% | +1.7% | -3.2% | -2.3% |
| 30D | +9.5% | -1.2% | +10.7% | +10.0% |
| 3M | +29.4% | -17.1% | +46.5% | +39.4% |
| 6M | +83.7% | -4.4% | +88.1% | +84.1% |
| YTD | +49.4% | +17.5% | +31.9% | +35.3% |
| 1Y | -3.9% | +32.6% | -36.5% | -17.8% |
| 3Y | +18.2% | +33.0% | -14.9% | -1.5% |
| 5Y | +276.1% | +20.3% | +255.8% | +218.8% |
| 10Y | +332.4% | +209.1% | +123.3% | +152.0% |
| All | +328.8% | +207.8% | +121.0% | +150.3% |
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