+5,059.0%
NI vs JBHT
+11,637.0%
-6,578.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.0% |
| 7D | +2.0% | +4.9% | -2.9% | +1.4% |
| 30D | -3.5% | +0.6% | -4.1% | -3.7% |
| 3M | -9.1% | -3.2% | -5.9% | -8.9% |
| 6M | -11.8% | +17.0% | -28.8% | -13.9% |
| YTD | +1.1% | +41.7% | -40.6% | -3.7% |
| 1Y | +6.7% | +90.0% | -83.3% | -2.5% |
| 3Y | +71.1% | +47.0% | +24.1% | +59.7% |
| 5Y | +94.3% | +58.3% | +36.0% | +78.2% |
| 10Y | +135.8% | +273.9% | -138.1% | +93.2% |
| All | +5,059.0% | +11,637.0% | -6,578.0% | +3,007.9% |
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