+153.1%
NEM vs JBHT
+20.8%
+132.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.1% |
| 7D | +14.7% | +0.4% | +14.3% | +14.7% |
| 30D | +6.2% | -2.0% | +8.2% | +6.4% |
| 3M | +11.0% | -16.3% | +27.3% | +13.3% |
| 6M | +7.9% | -8.2% | +16.1% | +8.4% |
| YTD | +26.2% | +16.3% | +9.8% | +22.8% |
| 1Y | +51.5% | +32.2% | +19.3% | +45.2% |
| 3Y | +290.6% | +34.4% | +256.2% | +268.7% |
| 5Y | +153.1% | +20.3% | +132.7% | +134.7% |
| All | +153.1% | +20.8% | +132.3% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling