+72.7%
NEM vs JBHT
+89.9%
-17.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | +0.3% | +4.9% | -4.6% | -0.6% |
| 30D | +23.1% | +0.6% | +22.5% | +22.8% |
| 3M | +18.5% | -3.2% | +21.7% | +18.8% |
| 6M | +7.8% | +17.0% | -9.2% | +2.4% |
| YTD | +29.1% | +41.7% | -12.5% | +18.1% |
| 1Y | +72.7% | +90.0% | -17.3% | +47.7% |
| All | +72.7% | +89.9% | -17.3% | +47.7% |
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