+5,476.5%
NI vs JBHT
+9,288.5%
-3,812.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | +10.0% | -3.1% | +13.1% | +10.4% |
| 3M | +4.3% | -19.5% | +23.8% | +6.8% |
| 6M | -6.5% | -9.6% | +3.0% | -5.8% |
| YTD | +9.3% | +13.3% | -4.0% | +6.8% |
| 1Y | +6.4% | +29.7% | -23.2% | +2.2% |
| 3Y | +89.1% | +28.3% | +60.8% | +79.2% |
| 5Y | +106.1% | +18.5% | +87.7% | +95.7% |
| 10Y | +178.5% | +198.1% | -19.6% | +134.2% |
| All | +5,476.5% | +9,288.5% | -3,812.0% | +3,346.6% |
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