+16.8%
JBHT vs NTR
+23.5%
-6.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | -2.3% | +2.2% | -4.4% | -2.6% |
| 3M | -18.5% | +7.9% | -26.4% | -19.5% |
| 6M | -11.3% | -1.5% | -9.7% | -11.3% |
| YTD | +12.6% | +18.6% | -6.1% | +8.3% |
| 1Y | +29.8% | +31.7% | -1.9% | +22.4% |
| 3Y | +28.1% | +46.4% | -18.4% | +16.2% |
| All | +16.8% | +23.5% | -6.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling