+208.4%
EME vs JBHT
+34.7%
+173.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -8.8% | +0.9% | -9.7% | -8.9% |
| 30D | -18.2% | -1.1% | -17.1% | -18.1% |
| 3M | -20.2% | -14.8% | -5.4% | -17.6% |
| 6M | -29.9% | -7.4% | -22.5% | -29.5% |
| YTD | +5.7% | +17.3% | -11.6% | -0.5% |
| 1Y | -1.5% | +35.3% | -36.8% | -10.6% |
| 3Y | +208.4% | +33.9% | +174.5% | +171.2% |
| All | +208.4% | +34.7% | +173.7% | +171.2% |
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