+45.5%
NOK vs JBHT
+17.1%
+28.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +2.9% |
| 7D | -10.5% | -1.6% | -8.9% | -10.1% |
| 30D | -27.9% | -2.3% | -25.6% | -27.5% |
| 3M | -18.8% | -18.5% | -0.3% | -14.8% |
| 6M | -41.9% | -11.3% | -30.7% | -40.8% |
| YTD | +18.4% | +12.6% | +5.8% | +12.8% |
| 1Y | +10.9% | +29.8% | -18.9% | +1.6% |
| 3Y | +137.9% | +28.1% | +109.8% | +112.1% |
| All | +45.5% | +17.1% | +28.5% | +26.7% |
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