-19.7%
USAR vs JBHT
+27.4%
-47.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +10.9% |
| 7D | -14.5% | -1.6% | -12.9% | -14.5% |
| 30D | -37.8% | -2.3% | -35.5% | -37.8% |
| 3M | -52.8% | -18.5% | -34.3% | -52.8% |
| 6M | -71.2% | -11.3% | -60.0% | -71.1% |
| YTD | -30.9% | +12.6% | -43.4% | -28.8% |
| 1Y | -48.0% | +29.8% | -77.8% | -44.9% |
| 3Y | -19.7% | +28.1% | -47.8% | -8.5% |
| All | -19.7% | +27.4% | -47.1% | -8.5% |
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