+131.7%
EMB vs JBHT
+1,117.3%
-985.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | 0.0% | +4.9% | -4.9% | -0.4% |
| 30D | -0.3% | +0.6% | -0.9% | -0.4% |
| 3M | -0.4% | -3.2% | +2.8% | -0.3% |
| 6M | +0.1% | +17.0% | -16.8% | -1.3% |
| YTD | +1.6% | +41.7% | -40.1% | -1.3% |
| 1Y | +5.6% | +90.0% | -84.4% | +0.1% |
| 3Y | +29.8% | +47.0% | -17.1% | +24.7% |
| 5Y | +7.3% | +58.3% | -51.0% | +1.9% |
| 10Y | +30.4% | +273.9% | -243.5% | +16.2% |
| All | +131.7% | +1,117.3% | -985.6% | +93.6% |
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