+280.0%
EMR vs JBHT
+186.6%
+93.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | +3.5% | -1.1% | +4.6% | +4.0% |
| 3M | +5.9% | -14.8% | +20.7% | +12.9% |
| 6M | +19.4% | -7.4% | +26.9% | +21.2% |
| YTD | +27.7% | +17.3% | +10.3% | +15.6% |
| 1Y | +30.9% | +35.3% | -4.4% | +10.6% |
| 3Y | +104.2% | +33.9% | +70.2% | +66.2% |
| 5Y | +89.6% | +22.5% | +67.1% | +55.6% |
| 10Y | +280.0% | +181.3% | +98.7% | +80.9% |
| All | +280.0% | +186.6% | +93.4% | +80.9% |
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