+19.5%
NXPI vs JBHT
+15.0%
+4.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.6% | -4.2% | -5.9% |
| 7D | -8.1% | -1.4% | -6.7% | -7.3% |
| 30D | 0.0% | -3.1% | +3.1% | +1.6% |
| 3M | +6.2% | -19.5% | +25.8% | +17.7% |
| 6M | -15.7% | -9.6% | -6.2% | -13.3% |
| YTD | +14.1% | +13.3% | +0.8% | +2.2% |
| 1Y | +18.2% | +29.7% | -11.5% | -2.0% |
| 3Y | +42.0% | +28.3% | +13.7% | +13.0% |
| 5Y | +19.5% | +18.5% | +1.0% | -4.2% |
| All | +19.5% | +15.0% | +4.5% | -4.2% |
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 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