+242.0%
JBHT vs NWSA
+98.8%
+143.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.4% | +9.8% | +1.0% |
| 7D | -1.4% | -10.1% | +8.7% | +1.9% |
| 30D | -3.1% | -7.3% | +4.2% | -0.9% |
| 3M | -19.5% | -8.6% | -11.0% | -17.5% |
| 6M | -9.6% | +4.4% | -14.0% | -11.9% |
| YTD | +13.3% | +2.1% | +11.2% | +10.8% |
| 1Y | +29.7% | +4.1% | +25.6% | +25.8% |
| 3Y | +28.3% | +23.5% | +4.8% | +17.1% |
| 5Y | +18.5% | +13.5% | +4.9% | +8.4% |
| 10Y | +198.1% | +149.4% | +48.7% | +100.7% |
| All | +242.0% | +98.8% | +143.2% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling