+20.1%
ECL vs JBHT
+29.5%
-9.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +8.1% | -2.3% | +10.4% | +8.5% |
| 3M | +6.4% | -18.5% | +24.8% | +9.1% |
| 6M | +14.8% | -11.3% | +26.0% | +14.3% |
| YTD | +15.5% | +12.6% | +2.9% | +8.7% |
| 1Y | +20.1% | +29.8% | -9.6% | +11.5% |
| All | +20.1% | +29.5% | -9.4% | +11.5% |
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 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