+22.5%
JBHT vs NWSA
+17.3%
+5.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.9% | -9.7% | +10.6% | +4.6% |
| 30D | -1.1% | -8.6% | +7.5% | +2.0% |
| 3M | -14.8% | -6.3% | -8.5% | -13.2% |
| 6M | -7.4% | -1.2% | -6.3% | -8.2% |
| YTD | +17.3% | +2.6% | +14.7% | +13.7% |
| 1Y | +35.3% | 0.0% | +35.3% | +32.7% |
| 3Y | +33.9% | +30.1% | +3.9% | +16.9% |
| 5Y | +22.5% | +18.3% | +4.2% | +7.2% |
| All | +22.5% | +17.3% | +5.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling