+882.5%
EME vs JBHT
+176.2%
+706.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +11.3% | +4.2% | +7.2% | +9.6% |
| 30D | -14.6% | -0.4% | -14.2% | -14.5% |
| 3M | -20.4% | -17.3% | -3.1% | -14.9% |
| 6M | -28.3% | -3.5% | -24.8% | -28.7% |
| YTD | +8.6% | +18.0% | -9.5% | -1.6% |
| 1Y | +3.2% | +35.5% | -32.3% | -11.9% |
| 3Y | +216.8% | +34.8% | +182.0% | +159.0% |
| 5Y | +417.5% | +19.7% | +397.7% | +334.2% |
| All | +882.5% | +176.2% | +706.3% | +428.7% |
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