+104.2%
EMR vs JBHT
+34.7%
+69.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.5% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +3.5% | -1.1% | +4.6% | +3.9% |
| 3M | +5.9% | -14.8% | +20.7% | +11.3% |
| 6M | +19.4% | -7.4% | +26.9% | +20.6% |
| YTD | +27.7% | +17.3% | +10.3% | +17.7% |
| 1Y | +30.9% | +35.3% | -4.4% | +14.6% |
| 3Y | +104.2% | +33.9% | +70.2% | +75.2% |
| All | +104.2% | +34.7% | +69.5% | +75.2% |
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