-13.4%
NVD vs JBHT
+32.1%
-45.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +9.3% |
| 7D | +23.8% | +0.4% | +23.3% | +23.8% |
| 30D | +57.0% | -2.0% | +58.9% | +56.4% |
| 3M | +41.6% | -16.3% | +57.9% | +37.6% |
| 6M | +17.6% | -8.2% | +25.8% | +16.0% |
| YTD | -21.4% | +16.3% | -37.7% | -20.3% |
| All | -13.4% | +32.1% | -45.5% | -11.8% |
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 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