+22.0%
NXPI vs JBHT
+17.1%
+4.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.9% |
| 7D | -4.4% | -1.6% | -2.8% | -3.5% |
| 30D | +5.6% | -2.3% | +7.8% | +6.8% |
| 3M | +7.6% | -18.5% | +26.1% | +18.4% |
| 6M | -17.6% | -11.3% | -6.3% | -14.3% |
| YTD | +15.9% | +12.6% | +3.3% | +4.2% |
| 1Y | +22.4% | +29.8% | -7.4% | +1.4% |
| 3Y | +43.2% | +28.1% | +15.1% | +14.0% |
| All | +22.0% | +17.1% | +4.9% | -1.6% |
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 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