+1,148.4%
NOK vs JBHT
+6,306.9%
-5,158.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.6% | -6.1% | -8.6% |
| 7D | -19.9% | -1.4% | -18.5% | -19.5% |
| 30D | -32.0% | -3.1% | -28.9% | -31.4% |
| 3M | -22.1% | -19.5% | -2.6% | -17.4% |
| 6M | -44.4% | -9.6% | -34.8% | -43.4% |
| YTD | +15.3% | +13.3% | +2.0% | +9.3% |
| 1Y | +8.9% | +29.7% | -20.8% | -1.0% |
| 3Y | +129.7% | +28.3% | +101.4% | +102.4% |
| 5Y | +43.9% | +18.5% | +25.5% | +28.1% |
| 10Y | +110.7% | +198.1% | -87.4% | +35.1% |
| All | +1,148.4% | +6,306.9% | -5,158.5% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling