+36.2%
EMB vs JBHT
+182.5%
-146.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.5% |
| 7D | -0.9% | +7.0% | -7.9% | -1.6% |
| 30D | +0.4% | +0.5% | -0.2% | +0.3% |
| 3M | -3.1% | -17.4% | +14.2% | -1.5% |
| 6M | -2.1% | -1.7% | -0.3% | -2.3% |
| YTD | -1.1% | +20.7% | -21.8% | -3.6% |
| 1Y | -0.1% | +41.1% | -41.1% | -4.2% |
| 3Y | +29.6% | +38.0% | -8.4% | +23.0% |
| 5Y | +7.2% | +22.5% | -15.3% | +2.1% |
| All | +36.2% | +182.5% | -146.3% | +18.5% |
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