+27.3%
NEM vs JBHT
+39.4%
-12.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | 0.0% |
| 7D | -6.4% | +7.0% | -13.5% | -7.7% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | -0.7% | -17.4% | +16.6% | +2.3% |
| 6M | -4.5% | -1.7% | -2.8% | -7.4% |
| YTD | +14.0% | +20.7% | -6.7% | +1.5% |
| 1Y | +27.3% | +41.1% | -13.8% | +10.1% |
| All | +27.3% | +39.4% | -12.1% | +10.1% |
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