+1,406.0%
MOH vs JBHT
+3,546.9%
-2,140.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -2.0% |
| 7D | +0.4% | +4.9% | -4.5% | -1.2% |
| 30D | +2.9% | +0.6% | +2.3% | +2.5% |
| 3M | +4.1% | -3.2% | +7.3% | +4.7% |
| 6M | +33.8% | +17.0% | +16.9% | +25.7% |
| YTD | +15.7% | +41.7% | -25.9% | +1.6% |
| 1Y | +17.5% | +90.0% | -72.4% | -7.5% |
| 3Y | -35.3% | +47.0% | -82.3% | -46.2% |
| 5Y | -26.9% | +58.3% | -85.2% | -42.5% |
| 10Y | +262.9% | +273.9% | -11.0% | +101.3% |
| All | +1,406.0% | +3,546.9% | -2,140.9% | +404.6% |
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