+11,207.6%
JBHT vs NTRS
+7,693.4%
+3,514.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +0.6% | +1.7% | -1.1% | -0.2% |
| 3M | -3.2% | +8.9% | -12.1% | -6.8% |
| 6M | +17.0% | +30.6% | -13.6% | +4.3% |
| YTD | +41.7% | +38.7% | +3.0% | +22.9% |
| 1Y | +90.0% | +48.1% | +41.9% | +59.8% |
| 3Y | +47.0% | +165.5% | -118.5% | -3.3% |
| 5Y | +58.3% | +85.6% | -27.3% | +17.6% |
| 10Y | +273.9% | +246.1% | +27.8% | +108.8% |
| All | +11,207.6% | +7,693.4% | +3,514.2% | +2,648.7% |
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