+14,317.4%
NUE vs JBHT
+11,637.0%
+2,680.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | +4.2% | +4.9% | -0.7% | +2.6% |
| 30D | -5.0% | +0.6% | -5.6% | -5.3% |
| 3M | -0.2% | -3.2% | +3.0% | +0.3% |
| 6M | +49.1% | +17.0% | +32.2% | +40.6% |
| YTD | +61.0% | +41.7% | +19.3% | +42.6% |
| 1Y | +82.5% | +90.0% | -7.4% | +45.2% |
| 3Y | +57.9% | +47.0% | +10.9% | +34.8% |
| 5Y | +146.6% | +58.3% | +88.3% | +103.9% |
| 10Y | +561.6% | +273.9% | +287.7% | +322.4% |
| All | +14,317.4% | +11,637.0% | +2,680.4% | +4,296.8% |
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