-52.6%
NCLH vs JBHT
+192.4%
-245.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +2.0% | -1.6% | +3.6% | +3.1% |
| 30D | +19.1% | -2.3% | +21.4% | +20.7% |
| 3M | -7.5% | -18.5% | +11.0% | +3.8% |
| 6M | +1.0% | -11.3% | +12.2% | +6.3% |
| YTD | -19.7% | +12.6% | -32.3% | -28.7% |
| 1Y | -1.8% | +29.8% | -31.5% | -20.7% |
| 3Y | +36.7% | +28.1% | +8.6% | +4.8% |
| 5Y | -38.0% | +17.7% | -55.7% | -49.9% |
| All | -52.6% | +192.4% | -245.0% | -80.3% |
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