+17,012.0%
MO vs JBHT
+9,288.5%
+7,723.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +13.2% | -3.1% | +16.2% | +13.5% |
| 3M | +15.2% | -19.5% | +34.7% | +17.4% |
| 6M | +9.9% | -9.6% | +19.5% | +10.6% |
| YTD | +41.1% | +13.3% | +27.8% | +38.5% |
| 1Y | +44.9% | +29.7% | +15.2% | +40.2% |
| 3Y | +138.2% | +28.3% | +109.9% | +127.7% |
| 5Y | +152.0% | +18.5% | +133.6% | +141.1% |
| 10Y | +139.7% | +198.1% | -58.4% | +107.8% |
| All | +17,012.0% | +9,288.5% | +7,723.5% | +10,556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling