+271.2%
EMR vs JBHT
+272.5%
-1.3%
-50.8%
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% | +0.4% |
| 7D | -1.5% | +4.9% | -6.4% | -3.8% |
| 30D | -5.6% | +0.6% | -6.2% | -6.1% |
| 3M | +7.9% | -3.2% | +11.1% | +8.8% |
| 6M | +6.0% | +17.0% | -10.9% | -2.9% |
| YTD | +16.4% | +41.7% | -25.2% | -2.7% |
| 1Y | +16.6% | +90.0% | -73.4% | -17.1% |
| 3Y | +62.9% | +47.0% | +15.9% | +28.0% |
| 5Y | +60.1% | +58.3% | +1.8% | +15.9% |
| All | +271.2% | +272.5% | -1.3% | +52.0% |
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