+4,169.1%
EMR vs JBHT
+9,288.5%
-5,119.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.7% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 30D | +0.7% | -3.1% | +3.8% | +1.5% |
| 3M | +0.4% | -19.5% | +20.0% | +5.8% |
| 6M | +18.4% | -9.6% | +28.0% | +20.5% |
| YTD | +23.9% | +13.3% | +10.6% | +19.0% |
| 1Y | +24.7% | +29.7% | -5.0% | +15.5% |
| 3Y | +86.4% | +28.3% | +58.1% | +70.3% |
| 5Y | +83.3% | +18.5% | +64.8% | +69.0% |
| 10Y | +320.2% | +198.1% | +122.1% | +209.2% |
| All | +4,169.1% | +9,288.5% | -5,119.4% | +1,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling