+1,567.2%
NRG vs JBHT
+2,522.7%
-955.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.6% | +5.4% |
| 7D | +7.1% | +4.9% | +2.2% | +5.4% |
| 30D | -1.4% | +0.6% | -2.0% | -1.7% |
| 3M | -10.5% | -3.2% | -7.3% | -10.1% |
| 6M | -26.7% | +17.0% | -43.7% | -31.5% |
| YTD | -24.5% | +41.7% | -66.2% | -34.3% |
| 1Y | -18.6% | +90.0% | -108.5% | -37.2% |
| 3Y | +227.1% | +47.0% | +180.2% | +170.2% |
| 5Y | +198.8% | +58.3% | +140.5% | +134.3% |
| 10Y | +1,122.3% | +273.9% | +848.3% | +567.5% |
| All | +1,567.2% | +2,522.7% | -955.5% | +409.2% |
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