+7.1%
PLUG vs JBHT
+194.3%
-187.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -4.0% | -5.2% |
| 7D | -4.9% | -1.4% | -3.5% | -3.9% |
| 30D | -27.4% | -3.1% | -24.3% | -26.0% |
| 3M | -35.7% | -19.5% | -16.2% | -26.6% |
| 6M | -59.3% | -9.6% | -49.8% | -58.1% |
| YTD | -31.5% | +13.3% | -44.8% | -40.3% |
| 1Y | -48.9% | +29.7% | -78.5% | -59.3% |
| 3Y | -79.6% | +28.3% | -107.9% | -84.7% |
| 5Y | -96.5% | +18.5% | -114.9% | -97.2% |
| All | +7.1% | +194.3% | -187.1% | -67.6% |
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