+51.1%
NEM vs JBHT
+34.8%
+16.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +9.7% |
| 7D | +3.7% | +1.7% | +2.0% | +3.4% |
| 30D | +2.0% | -1.2% | +3.1% | +2.1% |
| 3M | +21.1% | -17.1% | +38.2% | +24.7% |
| 6M | +9.5% | -4.4% | +13.9% | +7.0% |
| YTD | +19.1% | +17.5% | +1.6% | +8.5% |
| 1Y | +51.1% | +32.6% | +18.5% | +36.6% |
| All | +51.1% | +34.8% | +16.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling