-56.6%
NCLH vs JBHT
+182.5%
-239.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -2.0% |
| 7D | +0.2% | +7.0% | -6.8% | -4.1% |
| 30D | +20.8% | +0.5% | +20.3% | +20.2% |
| 3M | -8.1% | -17.4% | +9.2% | +2.3% |
| 6M | +11.8% | -1.7% | +13.5% | +10.0% |
| YTD | -19.5% | +20.7% | -40.3% | -31.7% |
| 1Y | -3.2% | +41.1% | -44.3% | -26.1% |
| 3Y | +37.1% | +38.0% | -0.9% | +0.1% |
| 5Y | -29.9% | +22.5% | -52.4% | -44.7% |
| All | -56.6% | +182.5% | -239.0% | -81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling