+187.8%
JBHT vs NWSA
+144.8%
+42.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -9.4% | +7.8% | +1.7% |
| 30D | -2.3% | -7.8% | +5.5% | +0.3% |
| 3M | -18.5% | -10.8% | -7.7% | -15.5% |
| 6M | -11.3% | +1.1% | -12.3% | -12.7% |
| YTD | +12.6% | +1.8% | +10.8% | +9.9% |
| 1Y | +29.8% | +6.0% | +23.7% | +24.6% |
| 3Y | +28.1% | +24.6% | +3.5% | +15.4% |
| 5Y | +17.7% | +13.1% | +4.5% | +6.7% |
| All | +187.8% | +144.8% | +42.9% | +85.2% |
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