+16,084.9%
NOC vs JBHT
+9,288.5%
+6,796.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +0.4% |
| 7D | -6.6% | -1.4% | -5.2% | -6.4% |
| 30D | +8.7% | -3.1% | +11.8% | +9.1% |
| 3M | -5.4% | -19.5% | +14.2% | -3.0% |
| 6M | -5.1% | -9.6% | +4.4% | -4.5% |
| YTD | -6.8% | +13.3% | -20.1% | -9.2% |
| 1Y | -6.4% | +29.7% | -36.1% | -10.5% |
| 3Y | +17.3% | +28.3% | -11.0% | +10.6% |
| 5Y | +56.3% | +18.5% | +37.9% | +47.4% |
| 10Y | +173.9% | +198.1% | -24.3% | +126.8% |
| All | +16,084.9% | +9,288.5% | +6,796.4% | +10,496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling