+9,322.5%
JBHT vs NTRS
+7,319.3%
+2,003.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.2% | +3.7% | +0.5% | +2.7% |
| 30D | -0.4% | +6.1% | -6.5% | -2.8% |
| 3M | -17.3% | -6.7% | -10.6% | -15.1% |
| 6M | -3.5% | +10.5% | -14.0% | -7.8% |
| YTD | +18.0% | +32.0% | -14.0% | +4.4% |
| 1Y | +35.5% | +37.0% | -1.5% | +18.1% |
| 3Y | +34.8% | +173.6% | -138.8% | -12.3% |
| 5Y | +19.7% | +64.4% | -44.7% | -6.6% |
| 10Y | +178.0% | +191.4% | -13.4% | +66.0% |
| All | +9,322.5% | +7,319.3% | +2,003.2% | +2,234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling