+123.7%
NOK vs JBHT
+186.6%
-62.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -20.4% | -1.1% | -19.3% | -20.1% |
| 3M | -9.6% | -14.8% | +5.2% | -5.9% |
| 6M | -35.6% | -7.4% | -28.2% | -35.0% |
| YTD | +27.5% | +17.3% | +10.2% | +19.7% |
| 1Y | +18.4% | +35.3% | -17.0% | +6.4% |
| 3Y | +151.8% | +33.9% | +117.9% | +119.7% |
| 5Y | +61.1% | +22.5% | +38.6% | +41.8% |
| 10Y | +123.7% | +181.3% | -57.7% | +39.0% |
| All | +123.7% | +186.6% | -62.9% | +39.0% |
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 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