+153.6%
ECHO vs JBHT
+192.4%
-38.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.4% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | -3.1% | -2.3% | -0.9% | -2.6% |
| 3M | +8.7% | -18.5% | +27.2% | +16.6% |
| 6M | -24.8% | -11.3% | -13.5% | -22.4% |
| YTD | -13.0% | +12.6% | -25.5% | -18.5% |
| 1Y | +33.9% | +29.8% | +4.2% | +18.8% |
| 3Y | +791.8% | +28.1% | +763.7% | +666.5% |
| 5Y | +261.7% | +17.7% | +244.0% | +213.0% |
| All | +153.6% | +192.4% | -38.8% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling