-11.1%
ONON vs JBHT
+21.4%
-32.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -11.9% | +4.2% | -16.1% | -13.7% |
| 30D | -6.8% | -0.4% | -6.4% | -6.9% |
| 3M | +6.6% | -17.3% | +24.0% | +15.6% |
| 6M | -2.2% | -3.5% | +1.2% | -3.5% |
| YTD | -28.9% | +18.0% | -46.9% | -37.6% |
| 1Y | -20.3% | +35.5% | -55.9% | -35.3% |
| 3Y | +22.9% | +34.8% | -11.8% | -6.5% |
| 5Y | -11.1% | +19.7% | -30.8% | -29.1% |
| All | -11.1% | +21.4% | -32.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling