+125.6%
EMB vs JBHT
+873.7%
-748.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | -0.3% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +1.1% | -3.1% | +4.2% | +1.3% |
| 3M | -2.9% | -19.5% | +16.6% | -1.5% |
| 6M | -2.1% | -9.6% | +7.5% | -1.6% |
| YTD | -1.1% | +13.3% | -14.4% | -2.5% |
| 1Y | +0.3% | +29.7% | -29.4% | -2.1% |
| 3Y | +27.7% | +28.3% | -0.6% | +23.7% |
| 5Y | +6.0% | +18.5% | -12.5% | +2.7% |
| 10Y | +29.1% | +198.1% | -169.0% | +16.8% |
| All | +125.6% | +873.7% | -748.1% | +91.3% |
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