+168.0%
NOC vs JBHT
+192.4%
-24.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -5.8% | -1.6% | -4.2% | -5.6% |
| 30D | +10.9% | -2.3% | +13.2% | +11.3% |
| 3M | -7.1% | -18.5% | +11.4% | -3.7% |
| 6M | -5.3% | -11.3% | +5.9% | -4.2% |
| YTD | -6.8% | +12.6% | -19.4% | -11.3% |
| 1Y | -6.7% | +29.8% | -36.5% | -14.3% |
| 3Y | +17.2% | +28.1% | -10.9% | +4.7% |
| 5Y | +56.3% | +17.7% | +38.6% | +38.9% |
| All | +168.0% | +192.4% | -24.4% | +61.9% |
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