+33.6%
ECHO vs JBHT
+89.9%
-56.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +3.4% | +4.9% | -1.5% | +2.2% |
| 30D | +2.4% | +0.6% | +1.8% | +2.2% |
| 3M | -28.0% | -3.2% | -24.7% | -27.6% |
| 6M | -21.2% | +17.0% | -38.2% | -24.1% |
| YTD | -17.4% | +41.7% | -59.0% | -20.8% |
| 1Y | +33.6% | +90.0% | -56.4% | +33.3% |
| All | +33.6% | +89.9% | -56.3% | +33.3% |
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 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