+941.9%
EME vs JBHT
+191.4%
+750.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.1% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -17.3% | -2.2% | -15.1% | -16.6% |
| 3M | -20.0% | -16.5% | -3.6% | -14.9% |
| 6M | -29.1% | -8.4% | -20.6% | -28.0% |
| YTD | +6.9% | +16.1% | -9.1% | -2.4% |
| 1Y | +0.8% | +31.9% | -31.2% | -13.1% |
| 3Y | +214.4% | +34.1% | +180.3% | +157.1% |
| 5Y | +404.2% | +20.1% | +384.1% | +321.1% |
| 10Y | +941.9% | +184.7% | +757.3% | +429.8% |
| All | +941.9% | +191.4% | +750.5% | +429.8% |
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