-27.1%
NCLH vs JBHT
+312.8%
-339.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +1.7% | +4.2% | -2.5% | -0.9% |
| 30D | +17.9% | -0.4% | +18.3% | +18.0% |
| 3M | -4.5% | -17.3% | +12.8% | +5.9% |
| 6M | +12.9% | -3.5% | +16.4% | +12.5% |
| YTD | -19.1% | +18.0% | -37.1% | -29.7% |
| 1Y | -4.6% | +35.5% | -40.2% | -24.2% |
| 3Y | +37.0% | +34.8% | +2.3% | +3.6% |
| 5Y | -29.5% | +19.7% | -49.3% | -42.5% |
| 10Y | -53.0% | +178.0% | -231.0% | -78.4% |
| All | -27.1% | +312.8% | -339.9% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling