-55.5%
NCLH vs JBHT
+273.4%
-328.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.0% |
| 7D | -6.5% | +4.9% | -11.4% | -9.5% |
| 30D | -23.3% | +0.6% | -23.9% | -23.8% |
| 3M | -18.6% | -3.2% | -15.4% | -17.5% |
| 6M | -26.2% | +17.0% | -43.2% | -34.6% |
| YTD | -30.2% | +41.7% | -71.9% | -45.8% |
| 1Y | -39.2% | +90.0% | -129.1% | -62.6% |
| 3Y | -5.1% | +47.0% | -52.0% | -32.1% |
| 5Y | -36.8% | +58.3% | -95.1% | -57.7% |
| All | -55.5% | +273.4% | -328.9% | -82.6% |
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