+277.0%
ECHO vs JBHT
+19.2%
+257.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.6% |
| 7D | +4.6% | +1.7% | +2.9% | +4.0% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +7.7% | -17.1% | +24.8% | +14.0% |
| 6M | -18.0% | -4.4% | -13.7% | -17.9% |
| YTD | -9.3% | +17.5% | -26.8% | -15.7% |
| 1Y | +34.2% | +32.6% | +1.6% | +19.8% |
| 3Y | +538.7% | +33.0% | +505.7% | +454.4% |
| All | +277.0% | +19.2% | +257.8% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling