-0.9%
ONON vs JBHT
+40.4%
-41.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.9% | -8.4% | -8.0% |
| 7D | -4.9% | +0.9% | -5.9% | -5.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | -10.5% | -14.8% | +4.3% | -4.6% |
| 6M | -1.5% | -7.4% | +5.9% | -0.6% |
| YTD | -25.3% | +17.3% | -42.7% | -34.1% |
| 1Y | -0.7% | +35.3% | -36.1% | -19.0% |
| 3Y | +29.0% | +33.9% | -5.0% | -0.9% |
| 5Y | -6.7% | +22.5% | -29.2% | -25.6% |
| All | -0.9% | +40.4% | -41.3% | -24.8% |
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 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