+155.2%
JBHT vs NTR
+100.5%
+54.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | +4.9% | +8.1% | -3.2% | +2.8% |
| 30D | +0.6% | +18.8% | -18.2% | -3.7% |
| 3M | -3.2% | +16.2% | -19.4% | -7.0% |
| 6M | +17.0% | +9.8% | +7.2% | +13.0% |
| YTD | +41.7% | +30.9% | +10.8% | +30.2% |
| 1Y | +90.0% | +41.8% | +48.2% | +69.9% |
| 3Y | +47.0% | +35.8% | +11.2% | +30.6% |
| 5Y | +58.3% | +51.0% | +7.3% | +25.7% |
| All | +155.2% | +100.5% | +54.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling