+6,287.0%
OMC vs JBHT
+9,226.7%
-2,939.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | +6.3% | -1.6% | +7.9% | +6.7% |
| 30D | +15.4% | -2.3% | +17.6% | +15.9% |
| 3M | +5.8% | -18.5% | +24.2% | +10.0% |
| 6M | +14.7% | -11.3% | +25.9% | +16.7% |
| YTD | +10.3% | +12.6% | -2.3% | +6.1% |
| 1Y | +23.2% | +29.8% | -6.5% | +14.9% |
| 3Y | +24.6% | +28.1% | -3.5% | +14.6% |
| 5Y | +50.1% | +17.7% | +32.4% | +39.2% |
| 10Y | +54.3% | +196.1% | -141.9% | +17.1% |
| All | +6,287.0% | +9,226.7% | -2,939.7% | +2,925.8% |
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 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