+244.9%
MOH vs JBHT
+266.9%
-22.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | -4.2% | +2.9% | -7.1% | -5.0% |
| 30D | -2.4% | +0.6% | -3.0% | -2.7% |
| 3M | -4.4% | -6.6% | +2.2% | -2.9% |
| 6M | +32.9% | +23.6% | +9.4% | +23.5% |
| YTD | +11.9% | +38.6% | -26.7% | -0.1% |
| 1Y | +6.9% | +91.5% | -84.5% | -14.5% |
| 3Y | -39.4% | +49.3% | -88.7% | -49.0% |
| 5Y | -25.0% | +62.3% | -87.3% | -41.2% |
| 10Y | +244.9% | +276.9% | -32.1% | +85.8% |
| All | +244.9% | +266.9% | -22.0% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling