+476.9%
NEM vs JBHT
+11,637.0%
-11,160.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.0% |
| 7D | +0.3% | +4.9% | -4.6% | 0.0% |
| 30D | +23.1% | +0.6% | +22.5% | +23.0% |
| 3M | +18.5% | -3.2% | +21.7% | +18.6% |
| 6M | +7.8% | +17.0% | -9.2% | +6.6% |
| YTD | +29.1% | +41.7% | -12.5% | +26.3% |
| 1Y | +72.7% | +90.0% | -17.3% | +65.8% |
| 3Y | +248.7% | +47.0% | +201.8% | +238.1% |
| 5Y | +148.7% | +58.3% | +90.4% | +139.1% |
| 10Y | +304.8% | +273.9% | +30.9% | +270.5% |
| All | +476.9% | +11,637.0% | -11,160.1% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling