-30.2%
NVD vs JBHT
+34.8%
-65.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.6% |
| 7D | +15.0% | +1.7% | +13.3% | +15.3% |
| 30D | +39.3% | -1.2% | +40.4% | +38.9% |
| 3M | +3.1% | -17.1% | +20.3% | +0.3% |
| 6M | -19.0% | -4.4% | -14.6% | -19.9% |
| YTD | -35.5% | +17.5% | -53.0% | -35.3% |
| 1Y | -30.2% | +32.6% | -62.8% | -30.7% |
| All | -30.2% | +34.8% | -65.0% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling