+1,142.9%
NRG vs JBHT
+1,984.1%
-841.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.8% |
| 7D | -7.6% | -1.6% | -6.0% | -7.2% |
| 30D | -18.3% | -2.3% | -16.0% | -17.8% |
| 3M | -25.5% | -18.5% | -7.0% | -20.9% |
| 6M | -40.9% | -11.3% | -29.6% | -39.6% |
| YTD | -43.7% | +12.6% | -56.3% | -47.5% |
| 1Y | -47.3% | +29.8% | -77.1% | -53.3% |
| 3Y | +103.2% | +28.1% | +75.1% | +74.5% |
| 5Y | +176.7% | +17.7% | +159.0% | +139.4% |
| 10Y | +886.8% | +196.1% | +690.7% | +478.8% |
| All | +1,142.9% | +1,984.1% | -841.2% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling