+180.0%
JBHT vs USFR
+28.6%
+151.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +7.0% | +0.1% | +7.0% | +7.0% |
| 30D | +0.5% | +0.4% | +0.1% | +0.4% |
| 3M | -17.4% | +1.1% | -18.4% | -17.7% |
| 6M | -1.7% | +2.0% | -3.7% | -2.5% |
| YTD | +20.7% | +3.5% | +17.3% | +19.0% |
| 1Y | +41.1% | +4.1% | +37.0% | +38.7% |
| 3Y | +38.0% | +14.4% | +23.6% | +28.2% |
| 5Y | +22.5% | +21.4% | +1.0% | +8.7% |
| All | +180.0% | +28.6% | +151.5% | +144.3% |
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