+149.8%
NUE vs JBHT
+21.4%
+128.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +6.1% | +4.2% | +2.0% | +4.5% |
| 30D | +2.7% | -0.4% | +3.1% | +2.9% |
| 3M | -3.8% | -17.3% | +13.5% | +2.5% |
| 6M | +14.0% | -3.5% | +17.5% | +13.0% |
| YTD | +61.2% | +18.0% | +43.1% | +45.9% |
| 1Y | +77.8% | +35.5% | +42.3% | +51.7% |
| 3Y | +78.2% | +34.8% | +43.4% | +47.4% |
| 5Y | +149.8% | +19.7% | +130.1% | +104.9% |
| All | +149.8% | +21.4% | +128.4% | +104.9% |
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