+898.2%
NRG vs JBHT
+192.0%
+706.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.2% | +9.4% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | -9.3% | -2.0% | -7.4% | -8.9% |
| 3M | -17.1% | -16.3% | -0.9% | -13.2% |
| 6M | -28.9% | -8.2% | -20.6% | -28.2% |
| YTD | -37.9% | +16.3% | -54.2% | -42.5% |
| 1Y | -42.7% | +32.2% | -74.9% | -49.2% |
| 3Y | +127.5% | +34.4% | +93.1% | +93.1% |
| 5Y | +217.4% | +20.3% | +197.0% | +173.5% |
| 10Y | +898.2% | +185.2% | +712.9% | +572.9% |
| All | +898.2% | +192.0% | +706.1% | +572.9% |
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