+342.1%
NEM vs JBHT
+176.2%
+166.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.9% | +4.2% | -10.1% | -6.4% |
| 30D | -2.6% | -0.4% | -2.2% | -2.5% |
| 3M | -4.2% | -17.3% | +13.1% | -2.0% |
| 6M | -5.5% | -3.5% | -2.0% | -5.6% |
| YTD | +13.5% | +18.0% | -4.5% | +10.3% |
| 1Y | +22.2% | +35.5% | -13.4% | +16.5% |
| 3Y | +249.0% | +34.8% | +214.2% | +228.6% |
| 5Y | +120.1% | +19.7% | +100.4% | +108.1% |
| All | +342.1% | +176.2% | +166.0% | +303.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling