+28.9%
JBHT vs USFR
+14.4%
+14.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.4% |
| 7D | -1.4% | +0.1% | -1.5% | -0.9% |
| 30D | -3.1% | +0.4% | -3.5% | -1.0% |
| 3M | -19.5% | +1.1% | -20.6% | -14.8% |
| 6M | -9.6% | +2.0% | -11.6% | +1.0% |
| YTD | +13.3% | +3.4% | +9.9% | +35.1% |
| 1Y | +29.7% | +4.1% | +25.6% | +58.2% |
| All | +28.9% | +14.4% | +14.5% | +124.6% |
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 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