+6,340.3%
OMC vs JBHT
+9,288.5%
-2,948.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.3% |
| 7D | +7.6% | -1.4% | +8.9% | +7.9% |
| 30D | +16.0% | -3.1% | +19.0% | +16.7% |
| 3M | +7.7% | -19.5% | +27.2% | +12.4% |
| 6M | +14.5% | -9.6% | +24.1% | +16.1% |
| YTD | +11.2% | +13.3% | -2.1% | +6.9% |
| 1Y | +23.6% | +29.7% | -6.1% | +15.2% |
| 3Y | +24.7% | +28.3% | -3.6% | +14.6% |
| 5Y | +51.3% | +18.5% | +32.9% | +40.1% |
| 10Y | +55.6% | +198.1% | -142.6% | +17.9% |
| All | +6,340.3% | +9,288.5% | -2,948.2% | +2,946.6% |
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