+108.0%
NOK vs JBHT
+273.4%
-165.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +1.8% |
| 7D | -1.8% | +4.9% | -6.6% | -3.2% |
| 30D | +4.7% | +0.6% | +4.1% | +4.6% |
| 3M | -39.7% | -3.2% | -36.4% | -39.2% |
| 6M | +23.1% | +17.0% | +6.1% | +16.7% |
| YTD | +55.0% | +41.7% | +13.4% | +38.7% |
| 1Y | +118.0% | +90.0% | +28.1% | +76.4% |
| 3Y | +170.5% | +47.0% | +123.5% | +132.1% |
| 5Y | +84.9% | +58.3% | +26.6% | +51.2% |
| All | +108.0% | +273.4% | -165.4% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling