+161.4%
NOC vs JBHT
+183.5%
-22.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +13.6% | -0.1% | +13.7% | +13.5% |
| 3M | -3.9% | -14.0% | +10.2% | -1.4% |
| 6M | +1.4% | -5.1% | +6.5% | +1.2% |
| YTD | -2.2% | +18.0% | -20.2% | -7.8% |
| 1Y | -1.2% | +36.5% | -37.7% | -10.1% |
| 3Y | +25.0% | +34.8% | -9.7% | +10.5% |
| 5Y | +66.0% | +21.4% | +44.6% | +47.1% |
| 10Y | +161.4% | +178.0% | -16.6% | +64.0% |
| All | +161.4% | +183.5% | -22.1% | +64.0% |
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