-16.1%
ONDS vs JBHT
+82.0%
-98.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -4.2% |
| 7D | -3.3% | +7.0% | -10.3% | -6.6% |
| 30D | -16.0% | +0.5% | -16.5% | -16.1% |
| 3M | -42.1% | -17.4% | -24.7% | -36.6% |
| 6M | -41.8% | -1.7% | -40.0% | -42.3% |
| YTD | -47.1% | +20.7% | -67.9% | -53.3% |
| 1Y | -21.3% | +41.1% | -62.4% | -36.0% |
| 3Y | +695.1% | +38.0% | +657.1% | +533.1% |
| 5Y | -50.0% | +22.5% | -72.5% | -58.9% |
| All | -16.1% | +82.0% | -98.1% | -24.7% |
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