+1,249.3%
EME vs JBHT
+273.4%
+975.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.6% |
| 7D | +1.9% | +4.9% | -3.0% | -0.1% |
| 30D | -8.3% | +0.6% | -8.8% | -8.6% |
| 3M | -10.7% | -3.2% | -7.5% | -10.2% |
| 6M | +1.9% | +17.0% | -15.1% | -5.7% |
| YTD | +23.5% | +41.7% | -18.2% | +4.8% |
| 1Y | +18.0% | +90.0% | -72.0% | -13.2% |
| 3Y | +236.1% | +47.0% | +189.1% | +168.9% |
| 5Y | +527.9% | +58.3% | +469.6% | +365.5% |
| All | +1,249.3% | +273.4% | +975.8% | +513.6% |
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 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