+180.0%
JBHT vs NWSA
+148.1%
+31.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.3% |
| 7D | +7.0% | +2.2% | +4.8% | +6.2% |
| 30D | +0.5% | -8.8% | +9.3% | +3.6% |
| 3M | -17.4% | -6.5% | -10.9% | -15.8% |
| 6M | -1.7% | +1.5% | -3.2% | -3.4% |
| YTD | +20.7% | +4.0% | +16.7% | +16.9% |
| 1Y | +41.1% | +3.4% | +37.6% | +36.9% |
| 3Y | +38.0% | +34.8% | +3.1% | +20.7% |
| 5Y | +22.5% | +18.4% | +4.1% | +9.2% |
| All | +180.0% | +148.1% | +31.9% | +75.5% |
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