+48.8%
NU vs JBHT
+45.9%
+2.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.1% |
| 7D | +7.5% | +4.9% | +2.6% | +5.4% |
| 30D | +6.1% | +0.6% | +5.6% | +5.6% |
| 3M | +26.8% | -3.2% | +30.0% | +27.5% |
| 6M | +2.5% | +17.0% | -14.5% | -5.5% |
| YTD | -8.2% | +41.7% | -49.8% | -22.3% |
| 1Y | +3.4% | +90.0% | -86.6% | -24.7% |
| 3Y | +116.2% | +47.0% | +69.2% | +74.9% |
| All | +48.8% | +45.9% | +2.9% | +13.2% |
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 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