+309.6%
NSC vs JBHT
+192.4%
+117.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -6.6% | -1.6% | -5.0% | -5.8% |
| 30D | +2.2% | -2.3% | +4.4% | +3.3% |
| 3M | -6.2% | -18.5% | +12.3% | +2.9% |
| 6M | +1.7% | -11.3% | +13.0% | +5.7% |
| YTD | +12.2% | +12.6% | -0.3% | +1.8% |
| 1Y | +15.4% | +29.8% | -14.3% | -3.3% |
| 3Y | +73.3% | +28.1% | +45.2% | +38.7% |
| 5Y | +24.7% | +17.7% | +7.0% | +1.4% |
| All | +309.6% | +192.4% | +117.2% | +66.0% |
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