-9.6%
JBHT vs NWSA
+1.4%
-11.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.4% | +9.8% | -2.1% |
| 7D | -1.4% | -10.1% | +8.7% | 0.0% |
| 30D | -3.1% | -7.3% | +4.2% | -1.6% |
| 3M | -19.5% | -8.6% | -11.0% | -18.1% |
| 6M | -9.6% | +4.4% | -14.0% | -5.2% |
| All | -9.6% | +1.4% | -11.0% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling