-10.8%
EEM vs JBHT
-8.5%
-2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -5.3% |
| 7D | -7.4% | -1.4% | -6.1% | -7.2% |
| 30D | -15.0% | -3.1% | -11.9% | -14.6% |
| 3M | -11.7% | -19.5% | +7.9% | -9.4% |
| 6M | -10.8% | -9.6% | -1.2% | -11.4% |
| All | -10.8% | -8.5% | -2.2% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling