+273.3%
JBHT vs USFR
+28.0%
+245.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +0.6% | +0.3% | +0.3% | +0.5% |
| 3M | -3.2% | +1.0% | -4.2% | -3.6% |
| 6M | +17.0% | +1.9% | +15.0% | +16.1% |
| YTD | +41.7% | +2.6% | +39.0% | +40.3% |
| 1Y | +90.0% | +4.0% | +86.0% | +86.9% |
| 3Y | +47.0% | +14.1% | +32.9% | +37.1% |
| 5Y | +58.3% | +20.4% | +37.9% | +42.0% |
| All | +273.3% | +28.0% | +245.3% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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