+265.8%
JBHT vs NYT
+487.5%
-221.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.0% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | +0.6% | +2.8% | -2.2% | -0.2% |
| 3M | -6.6% | -9.2% | +2.6% | -4.8% |
| 6M | +23.6% | -17.1% | +40.7% | +28.5% |
| YTD | +38.6% | -3.2% | +41.8% | +37.8% |
| 1Y | +91.5% | +15.7% | +75.8% | +81.2% |
| 3Y | +49.3% | +55.7% | -6.4% | +28.6% |
| 5Y | +62.3% | +39.4% | +23.0% | +39.6% |
| All | +265.8% | +487.5% | -221.6% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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