+47.9%
NEM vs JBHT
+29.5%
+18.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +13.4% | -1.6% | +15.0% | +13.8% |
| 30D | +6.5% | -2.3% | +8.8% | +6.9% |
| 3M | +14.9% | -18.5% | +33.4% | +18.8% |
| 6M | +5.5% | -11.3% | +16.8% | +5.1% |
| YTD | +21.9% | +12.6% | +9.3% | +10.8% |
| 1Y | +47.9% | +29.8% | +18.1% | +31.3% |
| All | +47.9% | +29.5% | +18.3% | +31.3% |
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