+35.3%
EMB vs JBHT
+186.6%
-151.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.5% | +0.9% | -0.4% | +0.4% |
| 30D | +0.9% | -1.1% | +2.0% | +1.0% |
| 3M | -2.1% | -14.8% | +12.7% | -0.8% |
| 6M | -2.2% | -7.4% | +5.2% | -1.9% |
| YTD | -0.6% | +17.3% | -17.9% | -2.9% |
| 1Y | +0.2% | +35.3% | -35.1% | -3.6% |
| 3Y | +29.5% | +33.9% | -4.4% | +23.3% |
| 5Y | +8.0% | +22.5% | -14.5% | +2.8% |
| 10Y | +35.3% | +181.3% | -146.0% | +19.2% |
| All | +35.3% | +186.6% | -151.2% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling