+53.2%
JBHT vs NYT
+57.5%
-4.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | +2.3% | +7.0% | -4.6% | +0.8% |
| 3M | -4.5% | -7.9% | +3.4% | -3.2% |
| 6M | +29.2% | -15.0% | +44.2% | +33.2% |
| YTD | +42.2% | -1.3% | +43.5% | +39.9% |
| 1Y | +93.7% | +16.9% | +76.9% | +80.3% |
| 3Y | +53.2% | +58.9% | -5.7% | +22.5% |
| All | +53.2% | +57.5% | -4.3% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling