+33.9%
JBHT vs USFR
+4.1%
+29.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.2% | +0.1% | +0.2% | +1.0% |
| 30D | -2.2% | +0.4% | -2.5% | +2.1% |
| 3M | -16.5% | +1.1% | -17.5% | -4.4% |
| 6M | -8.4% | +2.0% | -10.4% | +23.4% |
| YTD | +16.1% | +3.4% | +12.7% | +128.4% |
| All | +33.9% | +4.1% | +29.8% | +220.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling