-37.8%
NCLH vs JBHT
+58.3%
-96.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.9% |
| 7D | -6.5% | +4.9% | -11.4% | -9.3% |
| 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% | -34.0% |
| YTD | -30.2% | +41.7% | -71.9% | -44.9% |
| 1Y | -39.2% | +90.0% | -129.1% | -61.4% |
| 3Y | -5.1% | +47.0% | -52.0% | -30.2% |
| All | -37.8% | +58.3% | -96.1% | -57.2% |
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