If it was me, I'd walk him around the yard a lot to make sure he's confident with his surroundings. If he's tense in certain places or acts uncomfortable around some areas on your yard, focus on walking him to those areas the most. My mare wouldn't like the area near the muck heap where we are, so the more time we spent going around that area the more relaxed she became, since she eventually figured out there are no scary predators about.
Working him a lot helps, since this will keep his mind occupied rather than him being focused on the unusual environment he is in.
One of the worst things you can do is keep them in a stable when they've moved yards, since this results in the horse feeling vulnerable as they're unsure of their new environment. Make sure he goes in the field as much as possible to give him a chance to socialise with other horses and to relax himself.
Hope this helps!