+143.7%
NEM vs JBHT
+15.0%
+128.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +4.9% | +1.8% |
| 7D | +7.1% | -1.4% | +8.5% | +7.3% |
| 30D | +2.9% | -3.1% | +5.9% | +3.2% |
| 3M | +15.0% | -19.5% | +34.6% | +18.0% |
| 6M | +10.3% | -9.6% | +19.9% | +11.0% |
| YTD | +20.7% | +13.3% | +7.4% | +17.8% |
| 1Y | +48.0% | +29.7% | +18.3% | +42.3% |
| 3Y | +225.0% | +28.3% | +196.7% | +208.8% |
| 5Y | +143.7% | +18.5% | +125.3% | +126.5% |
| All | +143.7% | +15.0% | +128.8% | +126.5% |
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