-15.1%
NVO vs JBHT
+36.1%
-51.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.9% | +4.2% | -3.3% | +0.7% |
| 30D | +6.8% | -0.4% | +7.2% | +6.8% |
| 3M | -11.3% | -17.3% | +6.1% | -11.0% |
| 6M | -12.4% | -3.5% | -8.9% | -12.8% |
| YTD | -16.1% | +18.0% | -34.2% | -18.3% |
| 1Y | -15.1% | +35.5% | -50.6% | -22.4% |
| All | -15.1% | +36.1% | -51.2% | -22.4% |
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