-29.5%
NCLH vs JBHT
+21.4%
-51.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +1.7% | +4.2% | -2.5% | -0.8% |
| 30D | +17.9% | -0.4% | +18.3% | +18.0% |
| 3M | -4.5% | -17.3% | +12.8% | +5.6% |
| 6M | +12.9% | -3.5% | +16.4% | +12.2% |
| YTD | -19.1% | +18.0% | -37.1% | -30.1% |
| 1Y | -4.6% | +35.5% | -40.2% | -24.8% |
| 3Y | +37.0% | +34.8% | +2.3% | +1.8% |
| 5Y | -29.5% | +19.7% | -49.3% | -46.4% |
| All | -29.5% | +21.4% | -51.0% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling