-39.2%
NCLH vs JBHT
+89.9%
-129.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | -6.5% | +4.9% | -11.4% | -7.8% |
| 30D | -23.3% | +0.6% | -23.9% | -23.5% |
| 3M | -18.6% | -3.2% | -15.4% | -18.0% |
| 6M | -26.2% | +17.0% | -43.2% | -29.9% |
| YTD | -30.2% | +41.7% | -71.9% | -35.2% |
| 1Y | -39.2% | +90.0% | -129.1% | -41.8% |
| All | -39.2% | +89.9% | -129.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling