+43.7%
PLUG vs JBHT
+272.5%
-228.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.0% |
| 7D | -0.9% | +4.9% | -5.8% | -4.1% |
| 30D | +3.3% | +0.6% | +2.8% | +2.9% |
| 3M | -39.7% | -3.2% | -36.5% | -39.0% |
| 6M | -12.5% | +17.0% | -29.5% | -23.5% |
| YTD | +10.2% | +41.7% | -31.5% | -16.2% |
| 1Y | +50.7% | +90.0% | -39.3% | -11.0% |
| 3Y | -74.5% | +47.0% | -121.5% | -82.1% |
| 5Y | -91.8% | +58.3% | -150.1% | -94.5% |
| All | +43.7% | +272.5% | -228.8% | -53.8% |
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