+184.7%
JBHT vs USFR
+28.5%
+156.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -2.2% | +0.4% | -2.5% | -2.3% |
| 3M | -16.5% | +1.1% | -17.5% | -16.8% |
| 6M | -8.4% | +2.0% | -10.4% | -9.1% |
| YTD | +16.1% | +3.4% | +12.7% | +14.5% |
| 1Y | +31.9% | +4.1% | +27.9% | +29.8% |
| 3Y | +34.1% | +14.3% | +19.8% | +24.7% |
| 5Y | +20.1% | +21.3% | -1.2% | +6.8% |
| 10Y | +184.7% | +28.5% | +156.2% | +149.8% |
| All | +184.7% | +28.5% | +156.2% | +149.8% |
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