+180.0%
JBHT vs NYT
+540.3%
-360.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.8% |
| 7D | +7.0% | +6.5% | +0.5% | +5.4% |
| 30D | +0.5% | +8.4% | -7.9% | -1.6% |
| 3M | -17.4% | +13.9% | -31.3% | -20.4% |
| 6M | -1.7% | -4.8% | +3.1% | -1.5% |
| YTD | +20.7% | +6.2% | +14.6% | +16.9% |
| 1Y | +41.1% | +14.3% | +26.8% | +33.8% |
| 3Y | +38.0% | +73.6% | -35.6% | +15.3% |
| 5Y | +22.5% | +60.6% | -38.2% | +1.7% |
| All | +180.0% | +540.3% | -360.3% | +65.1% |
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