+121.8%
NRG vs JBHT
+38.8%
+83.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -1.5% |
| 7D | +10.0% | +7.0% | +2.9% | +8.4% |
| 30D | -3.2% | +0.5% | -3.7% | -3.4% |
| 3M | -18.5% | -17.4% | -1.2% | -15.4% |
| 6M | -25.3% | -1.7% | -23.6% | -26.3% |
| YTD | -38.1% | +20.7% | -58.9% | -42.5% |
| 1Y | -40.7% | +41.1% | -81.8% | -47.1% |
| 3Y | +121.8% | +38.0% | +83.8% | +88.5% |
| All | +121.8% | +38.8% | +83.0% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling