+40.4%
ELV vs JBHT
+31.8%
+8.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +1.3% | -2.2% | +3.5% | +1.6% |
| 3M | +6.6% | -16.5% | +23.0% | +8.2% |
| 6M | +11.6% | -8.4% | +20.0% | +11.6% |
| YTD | +21.1% | +16.1% | +5.0% | +11.7% |
| All | +40.4% | +31.8% | +8.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling