+943.7%
ECHO vs JBHT
+34.7%
+909.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.6% |
| 7D | +2.2% | +0.9% | +1.2% | +2.0% |
| 30D | +9.8% | -1.1% | +10.9% | +10.1% |
| 3M | +16.8% | -14.8% | +31.6% | +22.3% |
| 6M | -18.1% | -7.4% | -10.6% | -17.0% |
| YTD | -4.2% | +17.3% | -21.5% | -10.5% |
| 1Y | +41.2% | +35.3% | +5.9% | +26.4% |
| 3Y | +943.7% | +33.9% | +909.7% | +826.7% |
| All | +943.7% | +34.7% | +909.0% | +826.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling