+16.8%
JBHT vs USFR
+21.3%
-4.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.3% |
| 30D | -2.3% | +0.4% | -2.7% | -1.2% |
| 3M | -18.5% | +1.1% | -19.5% | -16.0% |
| 6M | -11.3% | +2.1% | -13.3% | -6.0% |
| YTD | +12.6% | +3.4% | +9.2% | +23.4% |
| 1Y | +29.8% | +4.1% | +25.6% | +44.4% |
| 3Y | +28.1% | +14.4% | +13.7% | +68.9% |
| All | +16.8% | +21.3% | -4.5% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling