+489.9%
NUE vs JBHT
+192.4%
+297.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -10.6% | -1.6% | -9.0% | -9.8% |
| 30D | -0.6% | -2.3% | +1.7% | +0.4% |
| 3M | -9.7% | -18.5% | +8.7% | -1.7% |
| 6M | +5.1% | -11.3% | +16.4% | +8.5% |
| YTD | +51.4% | +12.6% | +38.9% | +37.3% |
| 1Y | +71.3% | +29.8% | +41.6% | +44.2% |
| 3Y | +66.8% | +28.1% | +38.8% | +34.9% |
| 5Y | +134.8% | +17.7% | +117.1% | +92.3% |
| All | +489.9% | +192.4% | +297.5% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling