+162.5%
ON vs JBHT
+6,721.7%
-6,559.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.6% | -8.0% | -9.6% |
| 7D | -16.3% | -1.4% | -14.9% | -15.5% |
| 30D | -27.0% | -3.1% | -23.9% | -25.7% |
| 3M | -18.1% | -19.5% | +1.5% | -8.0% |
| 6M | -38.6% | -9.6% | -29.1% | -36.0% |
| YTD | +16.4% | +13.3% | +3.1% | +7.2% |
| 1Y | +25.8% | +29.7% | -3.9% | +7.6% |
| 3Y | -7.7% | +28.3% | -36.0% | -22.0% |
| 5Y | +6.6% | +18.5% | -11.9% | -6.2% |
| 10Y | +444.6% | +198.1% | +246.5% | +191.5% |
| All | +162.5% | +6,721.7% | -6,559.2% | -69.3% |
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