+209.9%
ON vs JBHT
+8,428.2%
-8,218.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.5% |
| 7D | +2.4% | +4.9% | -2.4% | -0.2% |
| 30D | -3.3% | +0.6% | -3.9% | -3.7% |
| 3M | -43.6% | -3.2% | -40.4% | -43.1% |
| 6M | +19.0% | +17.0% | +2.0% | +8.2% |
| YTD | +37.4% | +41.7% | -4.3% | +12.2% |
| 1Y | +54.8% | +90.0% | -35.2% | +6.3% |
| 3Y | -25.2% | +47.0% | -72.1% | -41.6% |
| 5Y | +62.7% | +58.3% | +4.4% | +22.3% |
| 10Y | +574.3% | +273.9% | +300.4% | +219.4% |
| All | +209.9% | +8,428.2% | -8,218.2% | -67.8% |
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