+47.6%
ON vs JBHT
+39.4%
+8.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.3% | -5.9% | -5.0% |
| 7D | +12.2% | +7.0% | +5.2% | +7.8% |
| 30D | -3.1% | +0.5% | -3.6% | -3.4% |
| 3M | -12.9% | -17.4% | +4.5% | -3.3% |
| 6M | -38.6% | -1.7% | -36.9% | -40.5% |
| YTD | +31.2% | +20.7% | +10.5% | +6.6% |
| 1Y | +47.6% | +41.1% | +6.6% | +8.1% |
| All | +47.6% | +39.4% | +8.2% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling