+265.9%
JBHT vs NTRS
+256.1%
+9.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.6% |
| 7D | +0.6% | +0.3% | +0.2% | +0.4% |
| 30D | +0.9% | +0.2% | +0.8% | +0.8% |
| 3M | -4.4% | +13.2% | -17.6% | -10.4% |
| 6M | +24.5% | +36.9% | -12.4% | +6.1% |
| YTD | +38.6% | +39.1% | -0.5% | +16.8% |
| 1Y | +97.2% | +50.4% | +46.7% | +59.0% |
| 3Y | +49.3% | +166.8% | -117.5% | -10.1% |
| 5Y | +61.4% | +92.9% | -31.5% | +10.1% |
| All | +265.9% | +256.1% | +9.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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