+5,859.6%
NSC vs JBHT
+9,634.5%
-3,774.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.6% |
| 7D | +1.8% | +1.7% | +0.1% | +1.2% |
| 30D | +8.8% | -1.2% | +10.0% | +9.2% |
| 3M | +1.2% | -17.1% | +18.4% | +6.7% |
| 6M | +11.3% | -4.4% | +15.7% | +11.8% |
| YTD | +20.7% | +17.5% | +3.2% | +13.1% |
| 1Y | +23.4% | +32.6% | -9.2% | +11.2% |
| 3Y | +87.1% | +33.0% | +54.1% | +64.6% |
| 5Y | +33.8% | +20.3% | +13.5% | +20.4% |
| 10Y | +356.6% | +209.1% | +147.5% | +211.5% |
| All | +5,859.6% | +9,634.5% | -3,774.9% | +1,901.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling