+7,999.2%
NVDA vs JBHT
+176.2%
+7,823.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.5% | +4.2% | -12.7% | -10.4% |
| 30D | -27.3% | -0.4% | -26.9% | -27.3% |
| 3M | -25.8% | -17.3% | -8.4% | -19.5% |
| 6M | -24.6% | -3.5% | -21.1% | -25.1% |
| YTD | -10.7% | +18.0% | -28.7% | -21.4% |
| 1Y | -14.0% | +35.5% | -49.6% | -30.0% |
| 3Y | +244.9% | +34.8% | +210.1% | +165.1% |
| 5Y | +449.3% | +19.7% | +429.5% | +350.0% |
| All | +7,999.2% | +176.2% | +7,823.0% | +4,104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling