+50.9%
OMC vs JBHT
+17.8%
+33.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.6% |
| 7D | +7.6% | -1.4% | +8.9% | +8.0% |
| 30D | +16.0% | -3.1% | +19.0% | +16.9% |
| 3M | +7.7% | -19.5% | +27.2% | +13.9% |
| 6M | +14.5% | -9.6% | +24.1% | +16.2% |
| YTD | +11.2% | +13.3% | -2.1% | +4.1% |
| 1Y | +23.6% | +29.7% | -6.1% | +10.5% |
| 3Y | +24.7% | +28.3% | -3.6% | +8.1% |
| All | +50.9% | +17.8% | +33.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling