+273.3%
JBHT vs NWSA
+138.3%
+135.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.5% |
| 7D | +4.9% | -1.9% | +6.8% | +5.6% |
| 30D | +0.6% | +4.6% | -4.0% | -1.2% |
| 3M | -3.2% | +13.2% | -16.4% | -8.0% |
| 6M | +17.0% | +27.0% | -10.0% | +6.1% |
| YTD | +41.7% | +16.8% | +24.8% | +32.1% |
| 1Y | +90.0% | +4.5% | +85.5% | +84.1% |
| 3Y | +47.0% | +46.2% | +0.8% | +25.4% |
| 5Y | +58.3% | +40.9% | +17.4% | +33.2% |
| All | +273.3% | +138.3% | +135.0% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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