+35.4%
OMC vs JBHT
+272.5%
-237.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | -6.4% | +4.9% | -11.3% | -8.1% |
| 30D | +1.1% | +0.6% | +0.5% | +0.6% |
| 3M | +10.4% | -3.2% | +13.6% | +11.1% |
| 6M | -1.7% | +17.0% | -18.7% | -8.5% |
| YTD | +4.4% | +41.7% | -37.2% | -10.0% |
| 1Y | +8.4% | +90.0% | -81.5% | -17.8% |
| 3Y | +14.4% | +47.0% | -32.6% | -6.4% |
| 5Y | +33.9% | +58.3% | -24.4% | +2.8% |
| All | +35.4% | +272.5% | -237.2% | -29.3% |
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