+62.4%
JBHT vs NTRS
+87.6%
-25.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +7.1% | +1.7% | +5.5% | +6.3% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | -4.5% | +9.8% | -14.3% | -9.0% |
| 6M | +29.2% | +34.7% | -5.4% | +11.4% |
| YTD | +42.2% | +37.4% | +4.8% | +21.1% |
| 1Y | +93.7% | +48.2% | +45.6% | +58.2% |
| 3Y | +53.2% | +163.5% | -110.3% | -6.0% |
| 5Y | +62.4% | +88.2% | -25.8% | +11.5% |
| All | +62.4% | +87.6% | -25.2% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling