+240.0%
ECHO vs JBHT
+1,115.5%
-875.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | +3.4% | +4.9% | -1.5% | +1.5% |
| 30D | +2.4% | +0.6% | +1.8% | +2.0% |
| 3M | -28.0% | -3.2% | -24.7% | -27.3% |
| 6M | -21.2% | +17.0% | -38.2% | -26.2% |
| YTD | -17.4% | +41.7% | -59.0% | -28.3% |
| 1Y | +33.6% | +90.0% | -56.4% | +2.0% |
| 3Y | +419.7% | +47.0% | +372.7% | +328.8% |
| 5Y | +241.7% | +58.3% | +183.4% | +166.9% |
| 10Y | +180.8% | +273.9% | -93.2% | +52.2% |
| All | +240.0% | +1,115.5% | -875.5% | +24.4% |
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 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