+193.4%
NI vs JBHT
+182.5%
+11.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | +4.3% | +7.0% | -2.7% | +2.8% |
| 30D | +12.4% | +0.5% | +11.9% | +12.2% |
| 3M | +10.2% | -17.4% | +27.5% | +14.3% |
| 6M | -0.8% | -1.7% | +0.9% | -1.5% |
| YTD | +13.2% | +20.7% | -7.5% | +6.7% |
| 1Y | +10.1% | +41.1% | -31.0% | -0.2% |
| 3Y | +103.1% | +38.0% | +65.1% | +79.5% |
| 5Y | +115.5% | +22.5% | +93.1% | +92.7% |
| All | +193.4% | +182.5% | +11.0% | +89.7% |
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 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