+11,207.6%
JBHT vs NYT
+763.5%
+10,444.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | +0.6% | +2.7% | -2.2% | -0.2% |
| 3M | -3.2% | -10.3% | +7.1% | -1.1% |
| 6M | +17.0% | -16.6% | +33.5% | +21.3% |
| YTD | +41.7% | -2.3% | +43.9% | +40.7% |
| 1Y | +90.0% | +15.0% | +75.0% | +80.9% |
| 3Y | +47.0% | +57.1% | -10.2% | +27.6% |
| 5Y | +58.3% | +37.2% | +21.1% | +39.2% |
| 10Y | +273.9% | +464.3% | -190.4% | +118.5% |
| All | +11,207.6% | +763.5% | +10,444.1% | +5,506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling