+86.9%
EMR vs JBHT
+28.2%
+58.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.3% |
| 7D | -4.8% | -1.4% | -3.4% | -4.2% |
| 30D | +0.7% | -3.1% | +3.8% | +1.8% |
| 3M | +0.4% | -19.5% | +20.0% | +7.8% |
| 6M | +18.4% | -9.6% | +28.0% | +20.5% |
| YTD | +23.9% | +13.3% | +10.6% | +15.7% |
| 1Y | +24.7% | +29.7% | -5.0% | +10.8% |
| All | +86.9% | +28.2% | +58.6% | +60.0% |
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 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