+14,468.3%
ECL vs JBHT
+9,634.5%
+4,833.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.2% |
| 7D | +7.7% | +1.7% | +6.0% | +7.4% |
| 30D | +13.7% | -1.2% | +14.9% | +13.9% |
| 3M | +11.6% | -17.1% | +28.7% | +15.4% |
| 6M | +23.9% | -4.4% | +28.3% | +24.0% |
| YTD | +21.0% | +17.5% | +3.5% | +15.8% |
| 1Y | +23.1% | +32.6% | -9.5% | +14.8% |
| 3Y | +85.9% | +33.0% | +52.9% | +69.5% |
| 5Y | +46.1% | +20.3% | +25.7% | +35.0% |
| 10Y | +217.1% | +209.1% | +8.0% | +140.3% |
| All | +14,468.3% | +9,634.5% | +4,833.9% | +6,474.9% |
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