+12,781.7%
ECL vs JBHT
+11,637.0%
+1,144.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | -2.6% | +4.9% | -7.5% | -3.6% |
| 30D | -2.2% | +0.6% | -2.7% | -2.5% |
| 3M | +10.1% | -3.2% | +13.3% | +10.5% |
| 6M | -5.7% | +17.0% | -22.7% | -9.3% |
| YTD | +7.0% | +41.7% | -34.7% | -1.2% |
| 1Y | +2.7% | +90.0% | -87.3% | -11.5% |
| 3Y | +57.7% | +47.0% | +10.7% | +41.3% |
| 5Y | +31.1% | +58.3% | -27.2% | +14.8% |
| 10Y | +150.9% | +273.9% | -123.0% | +83.4% |
| All | +12,781.7% | +11,637.0% | +1,144.7% | +5,510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling