+146.1%
MO vs JBHT
+186.6%
-40.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | +6.5% | -1.1% | +7.6% | +6.6% |
| 3M | +18.3% | -14.8% | +33.1% | +21.1% |
| 6M | +15.6% | -7.4% | +23.0% | +16.1% |
| YTD | +38.8% | +17.3% | +21.5% | +32.8% |
| 1Y | +41.6% | +35.3% | +6.3% | +31.7% |
| 3Y | +138.2% | +33.9% | +104.3% | +116.0% |
| 5Y | +150.5% | +22.5% | +128.0% | +126.6% |
| 10Y | +146.1% | +181.3% | -35.3% | +82.0% |
| All | +146.1% | +186.6% | -40.5% | +82.0% |
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