+196.8%
ECL vs JBHT
+192.4%
+4.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | +8.1% | -2.3% | +10.4% | +8.9% |
| 3M | +6.4% | -18.5% | +24.8% | +12.7% |
| 6M | +14.8% | -11.3% | +26.0% | +17.4% |
| YTD | +15.5% | +12.6% | +2.9% | +8.3% |
| 1Y | +20.1% | +29.8% | -9.6% | +7.0% |
| 3Y | +77.8% | +28.1% | +49.7% | +52.5% |
| 5Y | +37.9% | +17.7% | +20.2% | +19.5% |
| All | +196.8% | +192.4% | +4.4% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling