+113.6%
JBHT vs OUST
-62.4%
+176.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.7% |
| 7D | +4.9% | +5.2% | -0.3% | +4.5% |
| 30D | +0.6% | -19.3% | +19.8% | +1.8% |
| 3M | -3.2% | -22.6% | +19.4% | -2.8% |
| 6M | +17.0% | +62.8% | -45.8% | +11.0% |
| YTD | +41.7% | +68.3% | -26.7% | +33.7% |
| 1Y | +90.0% | +28.5% | +61.4% | +80.1% |
| 3Y | +47.0% | +554.0% | -507.1% | +16.9% |
| 5Y | +58.3% | -56.2% | +114.5% | +35.5% |
| All | +113.6% | -62.4% | +176.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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