+22.5%
JBHT vs NTRS
+69.1%
-46.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +0.9% | +3.1% | -2.1% | -0.5% |
| 30D | -1.1% | +5.8% | -6.9% | -3.7% |
| 3M | -14.8% | -4.9% | -9.9% | -13.0% |
| 6M | -7.4% | +11.9% | -19.4% | -12.9% |
| YTD | +17.3% | +32.2% | -14.9% | +1.4% |
| 1Y | +35.3% | +39.6% | -4.3% | +13.9% |
| 3Y | +33.9% | +173.9% | -140.0% | -19.4% |
| 5Y | +22.5% | +67.1% | -44.6% | -12.2% |
| All | +22.5% | +69.1% | -46.5% | -12.2% |
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 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