+25.6%
NOC vs JBHT
+47.5%
-22.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.6% |
| 7D | -5.2% | +4.9% | -10.1% | -5.3% |
| 30D | -7.2% | +0.6% | -7.8% | -7.2% |
| 3M | -5.1% | -3.2% | -1.9% | -5.1% |
| 6M | -31.1% | +17.0% | -48.0% | -31.6% |
| YTD | -8.6% | +41.7% | -50.2% | -10.1% |
| 1Y | -9.7% | +90.0% | -99.7% | -12.4% |
| All | +25.6% | +47.5% | -22.0% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling