+13.6%
NU vs JBHT
+16.7%
-3.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.7% |
| 7D | -2.6% | -1.4% | -1.2% | -2.0% |
| 30D | -25.0% | -3.1% | -22.0% | -24.2% |
| 3M | -18.9% | -19.5% | +0.6% | -12.6% |
| 6M | -17.6% | -9.6% | -8.0% | -16.1% |
| YTD | -29.9% | +13.3% | -43.2% | -35.7% |
| 1Y | -27.4% | +29.7% | -57.1% | -37.4% |
| 3Y | +38.4% | +28.3% | +10.1% | +14.7% |
| All | +13.6% | +16.7% | -3.0% | -6.3% |
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