+178.0%
JBHT vs NVMI
+2,662.5%
-2,484.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -0.3% |
| 7D | +0.5% | +15.3% | -14.9% | -2.7% |
| 30D | -0.1% | +0.1% | -0.1% | -0.5% |
| 3M | -14.0% | -14.0% | -0.1% | -11.9% |
| 6M | -5.1% | -35.2% | +30.2% | +1.6% |
| YTD | +18.0% | +3.7% | +14.3% | +12.8% |
| 1Y | +36.5% | +10.3% | +26.2% | +28.4% |
| 3Y | +34.8% | +204.8% | -170.0% | -6.7% |
| 5Y | +21.4% | +158.9% | -137.4% | -15.6% |
| 10Y | +178.0% | +2,646.9% | -2,469.0% | +19.2% |
| All | +178.0% | +2,662.5% | -2,484.6% | +19.2% |
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