+156.2%
JBHT vs NTR
+103.6%
+52.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | 0.0% |
| 7D | +7.1% | +3.8% | +3.3% | +6.1% |
| 30D | +2.3% | +25.2% | -22.9% | -3.3% |
| 3M | -4.5% | +21.0% | -25.5% | -9.2% |
| 6M | +29.2% | +7.6% | +21.6% | +25.6% |
| YTD | +42.2% | +32.9% | +9.3% | +30.2% |
| 1Y | +93.7% | +43.1% | +50.7% | +72.9% |
| 3Y | +53.2% | +41.6% | +11.6% | +34.5% |
| 5Y | +62.4% | +54.8% | +7.7% | +28.1% |
| All | +156.2% | +103.6% | +52.6% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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