-36.5%
MOH vs JBHT
+51.6%
-88.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.4% |
| 7D | +0.4% | +4.9% | -4.5% | -0.3% |
| 30D | +2.9% | +0.6% | +2.3% | +2.7% |
| 3M | +4.1% | -3.2% | +7.3% | +4.4% |
| 6M | +33.8% | +17.0% | +16.9% | +30.3% |
| YTD | +15.7% | +41.7% | -25.9% | +9.0% |
| 1Y | +17.5% | +90.0% | -72.4% | +6.0% |
| All | -36.5% | +51.6% | -88.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling