+103.2%
NRG vs JBHT
+27.4%
+75.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.7% |
| 7D | -7.6% | -1.6% | -6.0% | -7.4% |
| 30D | -18.3% | -2.3% | -16.0% | -18.0% |
| 3M | -25.5% | -18.5% | -7.0% | -22.6% |
| 6M | -40.9% | -11.3% | -29.6% | -40.3% |
| YTD | -43.7% | +12.6% | -56.3% | -46.9% |
| 1Y | -47.3% | +29.8% | -77.1% | -52.2% |
| 3Y | +103.2% | +28.1% | +75.1% | +72.9% |
| All | +103.2% | +27.4% | +75.8% | +72.9% |
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 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