+127.9%
NOK vs JBHT
+182.5%
-54.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.2% |
| 7D | +5.4% | +7.0% | -1.7% | +3.3% |
| 30D | -14.1% | +0.5% | -14.7% | -14.3% |
| 3M | -23.6% | -17.4% | -6.2% | -19.8% |
| 6M | -45.1% | -1.7% | -43.4% | -45.6% |
| YTD | +24.7% | +20.7% | +4.0% | +16.0% |
| 1Y | +19.0% | +41.1% | -22.1% | +5.7% |
| 3Y | +147.0% | +38.0% | +109.0% | +113.5% |
| 5Y | +58.2% | +22.5% | +35.7% | +39.3% |
| All | +127.9% | +182.5% | -54.5% | +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