+40.6%
MO vs JBHT
+32.1%
+8.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +5.8% | -2.0% | +7.7% | +5.8% |
| 3M | +12.7% | -16.3% | +29.0% | +12.7% |
| 6M | +14.8% | -8.2% | +23.0% | +14.6% |
| YTD | +37.8% | +16.3% | +21.5% | +37.9% |
| All | +40.6% | +32.1% | +8.6% | +39.0% |
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 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