+155.7%
MO vs JBHT
+182.5%
-26.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | +3.3% | +7.0% | -3.7% | +2.1% |
| 30D | +7.5% | +0.5% | +7.0% | +7.4% |
| 3M | +22.8% | -17.4% | +40.1% | +26.4% |
| 6M | +13.4% | -1.7% | +15.1% | +12.7% |
| YTD | +43.0% | +20.7% | +22.3% | +36.1% |
| 1Y | +45.2% | +41.1% | +4.2% | +34.0% |
| 3Y | +145.5% | +38.0% | +107.5% | +121.4% |
| 5Y | +157.1% | +22.5% | +134.6% | +133.6% |
| All | +155.7% | +182.5% | -26.8% | +83.4% |
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