+7,836.4%
NVDA vs JBHT
+182.5%
+7,654.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -3.1% |
| 7D | -12.7% | +7.0% | -19.8% | -15.7% |
| 30D | -26.4% | +0.5% | -26.9% | -26.7% |
| 3M | -27.6% | -17.4% | -10.3% | -21.6% |
| 6M | -27.7% | -1.7% | -26.0% | -28.9% |
| YTD | -12.5% | +20.7% | -33.2% | -23.9% |
| 1Y | -12.6% | +41.1% | -53.7% | -30.4% |
| 3Y | +235.9% | +38.0% | +198.0% | +155.2% |
| 5Y | +438.2% | +22.5% | +415.8% | +336.0% |
| All | +7,836.4% | +182.5% | +7,654.0% | +3,974.3% |
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