-2.8%
NCLH vs JBHT
+33.2%
-36.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | +6.3% | +0.9% | +5.3% | +5.9% |
| 30D | +18.9% | -1.1% | +20.0% | +19.4% |
| 3M | -0.2% | -14.8% | +14.6% | +5.5% |
| 6M | +8.4% | -7.4% | +15.8% | +8.3% |
| YTD | -17.1% | +17.3% | -34.4% | -31.6% |
| 1Y | -2.8% | +35.3% | -38.1% | -28.4% |
| All | -2.8% | +33.2% | -36.0% | -28.4% |
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