+58.2%
ECL vs JBHT
+47.5%
+10.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -2.6% | +4.9% | -7.5% | -3.4% |
| 30D | -2.2% | +0.6% | -2.7% | -2.4% |
| 3M | +10.1% | -3.2% | +13.3% | +10.4% |
| 6M | -5.7% | +17.0% | -22.7% | -9.0% |
| YTD | +7.0% | +41.7% | -34.7% | -0.1% |
| 1Y | +2.7% | +90.0% | -87.3% | -9.2% |
| All | +58.2% | +47.5% | +10.7% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling