+321.5%
NSC vs JBHT
+194.3%
+127.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.8% | -2.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.1% |
| 30D | +4.1% | -3.1% | +7.2% | +5.7% |
| 3M | -3.3% | -19.5% | +16.3% | +6.8% |
| 6M | +5.9% | -9.6% | +15.4% | +9.0% |
| YTD | +15.5% | +13.3% | +2.2% | +4.4% |
| 1Y | +19.3% | +29.7% | -10.3% | 0.0% |
| 3Y | +79.0% | +28.3% | +50.7% | +43.2% |
| 5Y | +28.3% | +18.5% | +9.8% | +4.0% |
| All | +321.5% | +194.3% | +127.2% | +70.2% |
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