+407.1%
ECHO vs JBHT
+47.5%
+359.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | +3.4% | +4.9% | -1.5% | +1.6% |
| 30D | +2.4% | +0.6% | +1.8% | +2.1% |
| 3M | -28.0% | -3.2% | -24.7% | -27.4% |
| 6M | -21.2% | +17.0% | -38.2% | -25.9% |
| YTD | -17.4% | +41.7% | -59.0% | -27.2% |
| 1Y | +33.6% | +90.0% | -56.4% | +6.8% |
| All | +407.1% | +47.5% | +359.5% | +306.7% |
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