+22.9%
NOC vs JBHT
+31.6%
-8.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.6% |
| 7D | -2.9% | +0.2% | -3.2% | -2.9% |
| 30D | +12.1% | -2.2% | +14.3% | +12.1% |
| 3M | -5.3% | -16.5% | +11.2% | -5.1% |
| 6M | -1.0% | -8.4% | +7.4% | -1.3% |
| YTD | -4.3% | +16.1% | -20.4% | -5.5% |
| 1Y | -3.6% | +31.9% | -35.6% | -5.3% |
| 3Y | +22.9% | +34.1% | -11.2% | +15.6% |
| All | +22.9% | +31.6% | -8.7% | +15.6% |
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