+55.6%
NOC vs JBHT
+58.3%
-2.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.7% |
| 7D | -5.2% | +4.9% | -10.1% | -5.5% |
| 30D | -7.2% | +0.6% | -7.8% | -7.3% |
| 3M | -5.1% | -3.2% | -1.9% | -5.0% |
| 6M | -31.1% | +17.0% | -48.0% | -32.2% |
| YTD | -8.6% | +41.7% | -50.2% | -11.9% |
| 1Y | -9.7% | +90.0% | -99.7% | -15.6% |
| 3Y | +24.3% | +47.0% | -22.7% | +18.7% |
| All | +55.6% | +58.3% | -2.6% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling