+171.9%
NI vs JBHT
+192.4%
-20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | +9.6% | -2.3% | +11.9% | +10.1% |
| 3M | +2.5% | -18.5% | +20.9% | +6.5% |
| 6M | -5.8% | -11.3% | +5.5% | -4.4% |
| YTD | +8.6% | +12.6% | -4.0% | +3.9% |
| 1Y | +6.0% | +29.8% | -23.8% | -2.1% |
| 3Y | +91.0% | +28.1% | +62.9% | +71.8% |
| 5Y | +104.8% | +17.7% | +87.1% | +84.0% |
| All | +171.9% | +192.4% | -20.5% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling