+181.3%
JBHT vs NYT
+585.1%
-403.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.9% | +8.1% | -7.2% | -1.0% |
| 30D | -1.1% | +9.4% | -10.5% | -3.4% |
| 3M | -14.8% | +12.4% | -27.2% | -17.7% |
| 6M | -7.4% | -8.0% | +0.5% | -6.4% |
| YTD | +17.3% | +5.8% | +11.5% | +13.7% |
| 1Y | +35.3% | +17.4% | +18.0% | +27.4% |
| 3Y | +33.9% | +72.4% | -38.5% | +12.1% |
| 5Y | +22.5% | +61.3% | -38.8% | +1.6% |
| 10Y | +181.3% | +576.3% | -395.0% | +61.6% |
| All | +181.3% | +585.1% | -403.7% | +61.6% |
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