+19.4%
ECL vs JBHT
+29.0%
-9.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.6% | -2.3% |
| 7D | +1.7% | -1.4% | +3.0% | +1.9% |
| 30D | +8.9% | -3.1% | +12.0% | +9.4% |
| 3M | +7.4% | -19.5% | +27.0% | +10.6% |
| 6M | +19.3% | -9.6% | +28.9% | +18.3% |
| YTD | +17.4% | +13.3% | +4.1% | +10.0% |
| 1Y | +19.4% | +29.7% | -10.3% | +9.8% |
| All | +19.4% | +29.0% | -9.6% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling