+323.6%
NSC vs JBHT
+272.5%
+51.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.0% |
| 7D | -5.5% | +4.9% | -10.4% | -7.9% |
| 30D | -3.2% | +0.6% | -3.8% | -3.9% |
| 3M | +7.7% | -3.2% | +10.9% | +8.7% |
| 6M | +4.5% | +17.0% | -12.4% | -5.3% |
| YTD | +15.6% | +41.7% | -26.1% | -6.0% |
| 1Y | +19.8% | +90.0% | -70.1% | -19.0% |
| 3Y | +70.1% | +47.0% | +23.1% | +28.9% |
| 5Y | +46.1% | +58.3% | -12.2% | +1.4% |
| All | +323.6% | +272.5% | +51.1% | +60.7% |
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 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