+516.0%
ON vs JBHT
+192.0%
+323.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +7.1% |
| 7D | -1.4% | +0.4% | -1.9% | -1.4% |
| 30D | -10.9% | -2.0% | -8.9% | -9.4% |
| 3M | -14.9% | -16.3% | +1.4% | -4.4% |
| 6M | -33.0% | -8.2% | -24.8% | -30.5% |
| YTD | +27.6% | +16.3% | +11.3% | +12.3% |
| 1Y | +44.5% | +32.2% | +12.3% | +16.3% |
| 3Y | +7.4% | +34.4% | -27.0% | -17.7% |
| 5Y | +18.7% | +20.3% | -1.6% | -3.2% |
| 10Y | +516.0% | +185.2% | +330.7% | +187.1% |
| All | +516.0% | +192.0% | +323.9% | +187.1% |
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