+6.4%
NI vs JBHT
+36.3%
-29.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +11.2% | -0.1% | +11.3% | +11.1% |
| 3M | +9.2% | -14.0% | +23.2% | +9.7% |
| 6M | -1.8% | -5.1% | +3.2% | -2.1% |
| YTD | +12.0% | +18.0% | -6.0% | +12.2% |
| 1Y | +6.4% | +36.5% | -30.1% | +7.8% |
| All | +6.4% | +36.3% | -29.9% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling