+45.3%
MO vs JBHT
+34.8%
+10.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +6.9% | +1.7% | +5.2% | +6.8% |
| 30D | +14.9% | -1.2% | +16.1% | +14.9% |
| 3M | +16.4% | -17.1% | +33.6% | +16.7% |
| 6M | +9.6% | -4.4% | +14.0% | +9.2% |
| YTD | +41.8% | +17.5% | +24.4% | +41.1% |
| 1Y | +45.3% | +32.6% | +12.7% | +42.5% |
| All | +45.3% | +34.8% | +10.5% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling