+123.8%
NOK vs JBHT
+191.4%
-67.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.9% |
| 7D | -1.4% | +0.2% | -1.7% | -1.4% |
| 30D | -21.0% | -2.2% | -18.9% | -20.6% |
| 3M | -12.6% | -16.5% | +3.9% | -8.5% |
| 6M | -36.2% | -8.4% | -27.8% | -35.4% |
| YTD | +26.4% | +16.1% | +10.4% | +19.0% |
| 1Y | +19.6% | +31.9% | -12.4% | +8.3% |
| 3Y | +152.6% | +34.1% | +118.5% | +120.1% |
| 5Y | +57.3% | +20.1% | +37.2% | +39.3% |
| 10Y | +123.8% | +184.7% | -60.9% | +34.8% |
| All | +123.8% | +191.4% | -67.6% | +34.8% |
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