+92.1%
EMR vs JBHT
+19.2%
+72.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.0% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | +7.7% | -17.1% | +24.8% | +14.7% |
| 6M | +26.8% | -4.4% | +31.2% | +26.6% |
| YTD | +29.9% | +17.5% | +12.4% | +19.6% |
| 1Y | +25.7% | +32.6% | -6.9% | +10.4% |
| 3Y | +95.4% | +33.0% | +62.3% | +66.2% |
| All | +92.1% | +19.2% | +72.9% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling