+50.6%
JBHT vs USFR
+14.1%
+36.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | +4.9% | +0.1% | +4.8% | +5.1% |
| 30D | +0.6% | +0.3% | +0.3% | +1.7% |
| 3M | -3.2% | +1.0% | -4.2% | +0.3% |
| 6M | +17.0% | +1.9% | +15.0% | +25.1% |
| YTD | +41.7% | +2.6% | +39.0% | +54.2% |
| 1Y | +90.0% | +4.0% | +86.0% | +111.3% |
| All | +50.6% | +14.1% | +36.5% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling