+28.3%
NSC vs JBHT
+15.0%
+13.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.8% | -2.9% |
| 7D | -3.8% | -1.4% | -2.4% | -3.2% |
| 30D | +4.1% | -3.1% | +7.2% | +5.3% |
| 3M | -3.3% | -19.5% | +16.3% | +4.3% |
| 6M | +5.9% | -9.6% | +15.4% | +8.3% |
| YTD | +15.5% | +13.3% | +2.2% | +7.1% |
| 1Y | +19.3% | +29.7% | -10.3% | +4.4% |
| 3Y | +79.0% | +28.3% | +50.7% | +52.1% |
| 5Y | +28.3% | +18.5% | +9.8% | +9.8% |
| All | +28.3% | +15.0% | +13.3% | +9.8% |
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