+64.6%
NOK vs JBHT
+22.9%
+41.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | -14.7% | -0.1% | -14.7% | -14.8% |
| 3M | -10.6% | -14.0% | +3.4% | -7.5% |
| 6M | -39.4% | -5.1% | -34.3% | -39.3% |
| YTD | +30.4% | +18.0% | +12.4% | +22.8% |
| 1Y | +22.3% | +36.5% | -14.2% | +10.7% |
| 3Y | +157.6% | +34.8% | +122.8% | +126.7% |
| 5Y | +64.6% | +21.4% | +43.1% | +41.9% |
| All | +64.6% | +22.9% | +41.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling