+265.2%
JBHT vs NTNX
+148.8%
+116.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | -2.0% | +2.0% | -4.0% | -2.2% |
| 3M | -6.3% | +34.0% | -40.3% | -9.5% |
| 6M | +29.0% | +72.4% | -43.4% | +20.3% |
| YTD | +39.9% | +27.5% | +12.4% | +34.9% |
| 1Y | +92.8% | -18.7% | +111.5% | +95.5% |
| 3Y | +51.2% | +80.8% | -29.6% | +36.5% |
| 5Y | +63.0% | +54.5% | +8.5% | +45.4% |
| All | +265.2% | +148.8% | +116.5% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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