+934.4%
EME vs JBHT
+192.4%
+742.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -10.5% | -1.6% | -8.9% | -9.9% |
| 30D | -22.4% | -2.3% | -20.1% | -21.9% |
| 3M | -24.7% | -18.5% | -6.2% | -19.1% |
| 6M | -35.5% | -11.3% | -24.2% | -33.7% |
| YTD | -0.3% | +12.6% | -12.9% | -8.0% |
| 1Y | -6.7% | +29.8% | -36.5% | -19.1% |
| 3Y | +190.6% | +28.1% | +162.6% | +142.2% |
| 5Y | +367.3% | +17.7% | +349.6% | +292.4% |
| All | +934.4% | +192.4% | +742.1% | +417.0% |
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