+181.6%
NOC vs JBHT
+272.5%
-90.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.1% |
| 7D | -5.2% | +4.9% | -10.1% | -6.2% |
| 30D | -7.2% | +0.6% | -7.8% | -7.5% |
| 3M | -5.1% | -3.2% | -1.9% | -4.9% |
| 6M | -31.1% | +17.0% | -48.0% | -34.1% |
| YTD | -8.6% | +41.7% | -50.2% | -16.7% |
| 1Y | -9.7% | +90.0% | -99.7% | -24.1% |
| 3Y | +24.3% | +47.0% | -22.7% | +9.2% |
| 5Y | +52.6% | +58.3% | -5.7% | +26.0% |
| All | +181.6% | +272.5% | -90.9% | +56.8% |
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