+173.8%
JBHT vs USFR
+28.5%
+145.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | -17.3% | +1.0% | -18.4% | -17.7% |
| 6M | -3.5% | +2.0% | -5.5% | -4.3% |
| YTD | +18.0% | +3.4% | +14.6% | +16.4% |
| 1Y | +35.5% | +4.1% | +31.4% | +33.2% |
| 3Y | +34.8% | +14.4% | +20.4% | +25.2% |
| 5Y | +19.7% | +21.4% | -1.7% | +6.2% |
| All | +173.8% | +28.5% | +145.3% | +138.9% |
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