+33.8%
NSC vs JBHT
+21.5%
+12.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.5% |
| 7D | +1.8% | +1.7% | +0.1% | +1.1% |
| 30D | +8.8% | -1.2% | +10.0% | +9.2% |
| 3M | +1.2% | -17.1% | +18.4% | +7.9% |
| 6M | +11.3% | -4.4% | +15.7% | +11.3% |
| YTD | +20.7% | +17.5% | +3.2% | +10.3% |
| 1Y | +23.4% | +32.6% | -9.2% | +7.0% |
| 3Y | +87.1% | +33.0% | +54.1% | +56.8% |
| 5Y | +33.8% | +20.3% | +13.5% | +13.8% |
| All | +33.8% | +21.5% | +12.3% | +13.8% |
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