+2,419.4%
ELV vs JBHT
+9,327.4%
-6,908.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.5% |
| 7D | +3.3% | +4.9% | -1.6% | +1.9% |
| 30D | +4.2% | +0.6% | +3.6% | +3.8% |
| 3M | -0.1% | -3.2% | +3.1% | +0.3% |
| 6M | +41.3% | +17.0% | +24.3% | +34.1% |
| YTD | +17.4% | +41.7% | -24.2% | +5.7% |
| 1Y | +35.1% | +90.0% | -54.9% | +11.2% |
| 3Y | -3.2% | +47.0% | -50.2% | -16.6% |
| 5Y | +15.6% | +58.3% | -42.7% | -4.6% |
| 10Y | +276.8% | +273.9% | +2.9% | +141.4% |
| All | +2,419.4% | +9,327.4% | -6,908.0% | +834.7% |
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 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