+1,085.1%
NRG vs JBHT
+276.8%
+808.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +9.3% | +7.1% | +2.1% | +6.9% |
| 30D | +1.3% | +2.3% | -1.1% | +0.4% |
| 3M | -6.0% | -4.5% | -1.5% | -5.2% |
| 6M | -22.0% | +29.2% | -51.2% | -29.2% |
| YTD | -24.1% | +42.2% | -66.3% | -33.5% |
| 1Y | -18.0% | +93.7% | -111.8% | -36.4% |
| 3Y | +220.0% | +53.2% | +166.8% | +162.5% |
| 5Y | +201.1% | +62.4% | +138.7% | +135.2% |
| 10Y | +1,085.1% | +274.7% | +810.4% | +523.2% |
| All | +1,085.1% | +276.8% | +808.3% | +523.2% |
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