+55.5%
OMC vs JBHT
+191.4%
-135.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | +5.4% | +0.2% | +5.1% | +5.3% |
| 30D | +15.7% | -2.2% | +17.9% | +16.5% |
| 3M | +4.9% | -16.5% | +21.4% | +10.8% |
| 6M | +17.3% | -8.4% | +25.7% | +18.9% |
| YTD | +13.0% | +16.1% | -3.0% | +3.9% |
| 1Y | +24.1% | +31.9% | -7.9% | +8.5% |
| 3Y | +31.2% | +34.1% | -2.9% | +9.8% |
| 5Y | +53.4% | +20.1% | +33.3% | +30.4% |
| 10Y | +55.5% | +184.7% | -129.1% | -8.8% |
| All | +55.5% | +191.4% | -135.9% | -8.8% |
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