-29.4%
NVD vs JBHT
+29.5%
-59.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.6% |
| 7D | +16.8% | -1.6% | +18.4% | +16.4% |
| 30D | +54.3% | -2.3% | +56.6% | +53.6% |
| 3M | +24.3% | -18.5% | +42.7% | +20.5% |
| 6M | +0.6% | -11.3% | +11.9% | -1.5% |
| YTD | -27.7% | +12.6% | -40.3% | -29.5% |
| 1Y | -29.4% | +29.8% | -59.2% | -34.6% |
| All | -29.4% | +29.5% | -59.0% | -34.6% |
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