+169.8%
NOK vs JBHT
+47.5%
+122.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.1% |
| 7D | -1.8% | +4.9% | -6.6% | -2.8% |
| 30D | +4.7% | +0.6% | +4.1% | +4.6% |
| 3M | -39.7% | -3.2% | -36.4% | -39.3% |
| 6M | +23.1% | +17.0% | +6.1% | +18.7% |
| YTD | +55.0% | +41.7% | +13.4% | +44.4% |
| 1Y | +118.0% | +90.0% | +28.1% | +91.3% |
| All | +169.8% | +47.5% | +122.3% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling