-19.9%
USAR vs JBHT
+33.0%
-52.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -6.9% | -5.9% |
| 7D | -21.8% | +1.7% | -23.5% | -21.8% |
| 30D | -39.9% | -1.2% | -38.8% | -39.9% |
| 3M | -52.5% | -17.1% | -35.4% | -52.6% |
| 6M | -67.9% | -4.4% | -63.5% | -67.8% |
| YTD | -31.1% | +17.5% | -48.6% | -29.0% |
| 1Y | -49.8% | +32.6% | -82.4% | -47.1% |
| All | -19.9% | +33.0% | -52.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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