+273.4%
ECHO vs JBHT
+908.1%
-634.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.7% |
| 7D | +4.6% | +1.7% | +2.9% | +3.9% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +7.7% | -17.1% | +24.8% | +14.6% |
| 6M | -18.0% | -4.4% | -13.7% | -17.8% |
| YTD | -9.3% | +17.5% | -26.8% | -16.2% |
| 1Y | +34.2% | +32.6% | +1.6% | +18.6% |
| 3Y | +538.7% | +33.0% | +505.7% | +444.2% |
| 5Y | +279.9% | +20.3% | +259.6% | +228.2% |
| 10Y | +168.2% | +209.1% | -40.9% | +55.1% |
| All | +273.4% | +908.1% | -634.7% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling