+173.8%
JBHT vs NVMI
+2,574.6%
-2,400.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | +4.2% | +16.9% | -12.7% | +0.6% |
| 30D | -0.4% | -4.3% | +3.9% | +0.1% |
| 3M | -17.3% | -19.3% | +1.9% | -14.2% |
| 6M | -3.5% | -33.6% | +30.1% | +2.7% |
| YTD | +18.0% | -0.2% | +18.3% | +13.7% |
| 1Y | +35.5% | +5.1% | +30.5% | +28.7% |
| 3Y | +34.8% | +193.2% | -158.4% | -6.1% |
| 5Y | +19.7% | +148.6% | -128.9% | -16.2% |
| All | +173.8% | +2,574.6% | -2,400.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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