+40.2%
ECL vs JBHT
+15.0%
+25.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.6% | -2.0% |
| 7D | +1.7% | -1.4% | +3.0% | +2.0% |
| 30D | +8.9% | -3.1% | +12.0% | +9.7% |
| 3M | +7.4% | -19.5% | +27.0% | +12.8% |
| 6M | +19.3% | -9.6% | +28.9% | +20.7% |
| YTD | +17.4% | +13.3% | +4.1% | +11.2% |
| 1Y | +19.4% | +29.7% | -10.3% | +8.8% |
| 3Y | +80.5% | +28.3% | +52.2% | +59.7% |
| 5Y | +40.2% | +18.5% | +21.8% | +21.6% |
| All | +40.2% | +15.0% | +25.3% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling