+150.5%
MO vs JBHT
+21.8%
+128.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | +6.5% | -1.1% | +7.6% | +6.6% |
| 3M | +18.3% | -14.8% | +33.1% | +19.2% |
| 6M | +15.6% | -7.4% | +23.0% | +15.7% |
| YTD | +38.8% | +17.3% | +21.5% | +36.8% |
| 1Y | +41.6% | +35.3% | +6.3% | +38.1% |
| 3Y | +138.2% | +33.9% | +104.3% | +130.8% |
| 5Y | +150.5% | +22.5% | +128.0% | +137.0% |
| All | +150.5% | +21.8% | +128.7% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling