+136.1%
MO vs JBHT
+31.9%
+104.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +5.8% | -2.0% | +7.7% | +5.7% |
| 3M | +12.7% | -16.3% | +29.0% | +12.4% |
| 6M | +14.8% | -8.2% | +23.0% | +14.7% |
| YTD | +37.8% | +16.3% | +21.5% | +38.7% |
| 1Y | +39.5% | +32.2% | +7.3% | +40.9% |
| 3Y | +136.1% | +34.4% | +101.7% | +132.7% |
| All | +136.1% | +31.9% | +104.2% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling