+190.6%
EME vs JBHT
+27.4%
+163.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -10.5% | -1.6% | -8.9% | -10.1% |
| 30D | -22.4% | -2.3% | -20.1% | -22.1% |
| 3M | -24.7% | -18.5% | -6.2% | -21.4% |
| 6M | -35.5% | -11.3% | -24.2% | -34.5% |
| YTD | -0.3% | +12.6% | -12.9% | -5.3% |
| 1Y | -6.7% | +29.8% | -36.5% | -14.6% |
| 3Y | +190.6% | +28.1% | +162.6% | +157.8% |
| All | +190.6% | +27.4% | +163.3% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling