+14,854.2%
MO vs JBHT
+11,637.0%
+3,217.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | +0.3% | +4.9% | -4.5% | -0.2% |
| 30D | +0.6% | +0.6% | +0.1% | +0.5% |
| 3M | -1.0% | -3.2% | +2.2% | -0.8% |
| 6M | +4.3% | +17.0% | -12.6% | +2.4% |
| YTD | +23.3% | +41.7% | -18.4% | +18.5% |
| 1Y | +10.5% | +90.0% | -79.5% | +2.6% |
| 3Y | +96.3% | +47.0% | +49.3% | +85.4% |
| 5Y | +98.9% | +58.3% | +40.6% | +84.9% |
| 10Y | +103.6% | +273.9% | -170.3% | +72.8% |
| All | +14,854.2% | +11,637.0% | +3,217.2% | +9,021.9% |
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