-49.7%
NRG vs JBHT
+34.8%
-84.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.1% | -14.6% | -13.6% |
| 7D | -13.7% | +1.7% | -15.4% | -13.8% |
| 30D | -13.6% | -1.2% | -12.4% | -13.5% |
| 3M | -28.5% | -17.1% | -11.4% | -27.3% |
| 6M | -45.8% | -4.4% | -41.4% | -47.0% |
| YTD | -46.9% | +17.5% | -64.4% | -50.5% |
| 1Y | -49.7% | +32.6% | -82.3% | -53.1% |
| All | -49.7% | +34.8% | -84.6% | -53.1% |
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