+238.2%
NEM vs JBHT
+27.4%
+210.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +13.4% | -1.6% | +15.0% | +13.6% |
| 30D | +6.5% | -2.3% | +8.8% | +6.7% |
| 3M | +14.9% | -18.5% | +33.4% | +17.3% |
| 6M | +5.5% | -11.3% | +16.8% | +6.3% |
| YTD | +21.9% | +12.6% | +9.3% | +19.4% |
| 1Y | +47.9% | +29.8% | +18.1% | +43.2% |
| 3Y | +238.2% | +28.1% | +210.1% | +194.8% |
| All | +238.2% | +27.4% | +210.8% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling