+3,565.2%
MOD vs JBHT
+11,637.0%
-8,071.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.2% |
| 7D | +9.6% | +4.9% | +4.7% | +7.5% |
| 30D | 0.0% | +0.6% | -0.6% | -0.2% |
| 3M | -35.4% | -3.2% | -32.2% | -34.7% |
| 6M | -7.3% | +17.0% | -24.2% | -13.0% |
| YTD | +45.8% | +41.7% | +4.1% | +26.5% |
| 1Y | +43.1% | +90.0% | -46.8% | +8.7% |
| 3Y | +297.7% | +47.0% | +250.7% | +235.6% |
| 5Y | +1,478.8% | +58.3% | +1,420.4% | +1,190.6% |
| 10Y | +1,633.4% | +273.9% | +1,359.5% | +933.1% |
| All | +3,565.2% | +11,637.0% | -8,071.7% | +936.1% |
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