+56.3%
NOC vs JBHT
+15.0%
+41.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +0.2% |
| 7D | -6.6% | -1.4% | -5.2% | -6.5% |
| 30D | +8.7% | -3.1% | +11.8% | +8.9% |
| 3M | -5.4% | -19.5% | +14.2% | -4.1% |
| 6M | -5.1% | -9.6% | +4.4% | -5.0% |
| YTD | -6.8% | +13.3% | -20.1% | -8.8% |
| 1Y | -6.4% | +29.7% | -36.1% | -9.7% |
| 3Y | +17.3% | +28.3% | -11.0% | +12.1% |
| 5Y | +56.3% | +18.5% | +37.9% | +44.6% |
| All | +56.3% | +15.0% | +41.4% | +44.6% |
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 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